Anglo American Market Risk Adjusted Performance
| NGLOY Stock | | | USD 21.00 0.28 1.35% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Anglo American PLC. Availability may differ across exchanges, markets, and reporting intervals.
Anglo American PLC has current Market Risk Adjusted Performance of 0.1467.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1467 | |
| ER[a] | = | Expected return on investing in Anglo American |
| 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
Anglo American PLC 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
86.65 of Maximum Drawdown per Market Risk Adjusted Performance. At
86.65 , Anglo American PLC's Maximum Drawdown-to-Market Risk Adjusted Performance multiple reflects the spread between these metrics
Other Technical Indicators