MGIC INVESTMENT Market Risk Adjusted Performance
| MGC Stock | | | EUR 22.24 -0.32 -1.42% |
The Market Risk Adjusted Performance calculation for MGIC INVESTMENT draws on price and volume history. Additional screening context is available through
Equity Screeners. MGIC INVESTMENT has a market cap of 4.12 B. Use
Correlation Analysis to explore allocation context. MGIC INVESTMENT can be evaluated within a portfolio framework for weight and risk impact. This enables performance tracking across the full position set. Broader economic conditions can influence MGIC INVESTMENT's company valuation — related indicators include
signals in inflation.
MGIC INVESTMENT has current Market Risk Adjusted Performance of 0.7689.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.7689 | |
| ER[a] | = | Expected return on investing in MGIC INVESTMENT |
| 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
MGIC INVESTMENT earns the top ranking in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
13.92 of Maximum Drawdown per Market Risk Adjusted Performance. For MGIC INVESTMENT, Maximum Drawdown stands at
13.92 times Market Risk Adjusted Performance
Other Technical Indicators