Mistras Market Risk Adjusted Performance
| MG Stock | | | USD 14.91 0.38 2.62% |
The Market Risk Adjusted Performance calculation for Mistras draws on price and volume history. Each data point is derived from standardized price and volume feeds. Mistras has a market cap of 471.09 M, operating margin of 10.82%, current ratio of 1.36. See
Correlation Analysis for additional portfolio context. Mistras Group can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Mistras Group's company valuation — related indicators include
signals in census.
Mistras Group has current Market Risk Adjusted Performance of 0.205.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.205 | |
| ER[a] | = | Expected return on investing in Mistras |
| 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
Mistras Group ranks
second among stocks in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
48.08 Maximum Drawdown per unit of Market Risk Adjusted Performance. Mistras Group carries a
48.08 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators