Mikron Holding Market Risk Adjusted Performance
| MIKN Stock | | | CHF 16.06 0.42 2.69% |
Observed values used in the Market Risk Adjusted Performance indicator for Mikron Holding AG are included in this dataset. The information is based on observed market data across timeframes. Mikron Holding has a market cap of 260.99 M, operating margin of 9.55%, current ratio of 1.74. Use
Correlation Analysis to explore allocation context. Mikron Holding AG can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Mikron Holding AG's company valuation — related indicators include
signals in inflation.
Mikron Holding AG has current Market Risk Adjusted Performance of 0.4985.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4985 | |
| ER[a] | = | Expected return on investing in Mikron Holding |
| 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
Mikron Holding AG falls in the
third position for market risk adjusted performance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
39.35 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Mikron Holding AG's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
39.35 Other Technical Indicators