MacroGenics Market Risk Adjusted Performance
| MGNX Stock | | | USD 2.36 0.13 5.83% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for MacroGenics and comparable instruments. Coverage varies by data normalization and availability; see
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Correlation Analysis to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in MacroGenics within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
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MacroGenics has current Market Risk Adjusted Performance of 120.33.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 120.33 | |
| ER[a] | = | Expected return on investing in MacroGenics |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
MacroGenics Market Risk Adjusted Performance Peers Comparison
MacroGenics Market Risk Adjusted Performance Relative To Other Indicators
MacroGenics holds the number one position in market risk adjusted performance category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
0.20 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for MacroGenics is roughly
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