Murata Manufacturing Market Risk Adjusted Performance
| MRAAY Stock | | | USD 12.07 0.57 4.96% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Murata Manufacturing. Values may reflect normalized price or volume observations.
Murata Manufacturing has current Market Risk Adjusted Performance of 0.158.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.158 | |
| ER[a] | = | Expected return on investing in Murata Manufacturing |
| 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
Murata Manufacturing is rated
fourth in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
128.49 of Maximum Drawdown per Market Risk Adjusted Performance. At
128.49 , Murata Manufacturing's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators