MDU Resources Market Risk Adjusted Performance
| MDU Stock | | | USD 20.63 0.08 0.39% |
Historical market data for MDU Resources Group forms the basis of the Market Risk Adjusted Performance indicator shown here. The indicator computation uses normalized market activity data. MDU Resources has a market cap of 4.22 B, operating margin of 20.17%, current ratio of 1.35. For allocation context, review
Correlation Analysis. MDU Resources Group can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence MDU Resources Group's company valuation — related indicators include
signals in discontinued.
MDU Resources Group has current Market Risk Adjusted Performance of 0.2818.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2818 | |
| ER[a] | = | Expected return on investing in MDU Resources |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
MDU Resources Group maintains a
third standing in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
24.08 of Maximum Drawdown per Market Risk Adjusted Performance. For MDU Resources Group, Maximum Drawdown stands at
24.08 times Market Risk Adjusted Performance
Other Technical Indicators