Mensch Und Market Risk Adjusted Performance
| MUM Stock | | | 34.70 0.10 0.29% |
Technical inputs supporting the Market Risk Adjusted Performance indicator for Mensch und Maschine are shown here. Values are derived from historical price and volume observations. Mensch Und has a market cap of 569.72 M, operating margin of 19.39%. See
Correlation Analysis for portfolio-level analysis. Tracking Mensch und Maschine in a portfolio helps measure its contribution to overall performance. Position sizing depends on the allocation methodology selected for the portfolio. Broader economic conditions can influence Mensch und Maschine's company valuation — related indicators include
signals in services.
Mensch und Maschine has current Market Risk Adjusted Performance of 4.2.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 4.2 | |
| ER[a] | = | Expected return on investing in Mensch Und |
| 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
Mensch und Maschine earns the top ranking in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
2.37 of Maximum Drawdown per Market Risk Adjusted Performance. For Mensch und Maschine, Maximum Drawdown stands at
2.37 times Market Risk Adjusted Performance
Other Technical Indicators