Nemetschek Market Risk Adjusted Performance
| NEMKY Stock | | | USD 16.93 -1.21 -6.67% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Nemetschek SE. Coverage may vary depending on data feeds and normalization methods.
Nemetschek SE has current Market Risk Adjusted Performance of 0.1291.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1291 | |
| ER[a] | = | Expected return on investing in Nemetschek |
| 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
Nemetschek SE is rated
below average in market risk adjusted performance among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
191.24 of Maximum Drawdown per Market Risk Adjusted Performance. At
191.24 , Nemetschek SE's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators