Mandarin Oriental Market Risk Adjusted Performance
| MNOIYDelisted Stock | | | USD 16.92 0.00 0.00% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Mandarin Oriental International are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Additional screening context is available through
Equity Screeners. Mandarin Oriental has a market cap of 2.39 B, operating margin of -3.72%, ROE of -0.12%. Review
Correlation Analysis for a broader allocation view. Current allocation data is available for review. Allocation context is based on the most recent position data. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Mandarin Oriental International has current Market Risk Adjusted Performance of 0.1899.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1899 | |
| ER[a] | = | Expected return on investing in Mandarin Oriental |
| 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
Mandarin Oriental International is rated
third in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
88.57 of Maximum Drawdown per Market Risk Adjusted Performance. At
88.57 , Mandarin Oriental International's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators