Monolithic Power Market Risk Adjusted Performance
| MPWR Stock | | | USD 1,078 -14.59 -1.34% |
The Market Risk Adjusted Performance indicator for Monolithic Power Systems is derived from observed market data. The dataset is based on observed market activity where data is available. Some instruments may report limited inputs depending on trading history. Broader indicator relationships are reflected within
Equity Screeners. Monolithic Power has a market cap of 53.67 B, operating margin of 26.62%, ROE of 19.17%. Use
Correlation Analysis to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. This captures an allocation to Monolithic Power Systems. It is represented within the portfolio holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
Monolithic Power Systems has current Market Risk Adjusted Performance of 0.1424.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1424 | |
| ER[a] | = | Expected return on investing in Monolithic Power |
| 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
Monolithic Power Systems is rated
below average for market risk adjusted performance against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
86.77 against Market Risk Adjusted Performance. Maximum Drawdown runs about
86.77 times Market Risk Adjusted Performance for Monolithic Power Systems
Other Technical Indicators