Ingevity Corp Market Risk Adjusted Performance
| NGVT Stock | | | USD 64.48 -0.87 -1.33% |
The Market Risk Adjusted Performance indicator for Ingevity Corp is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator. The
Equity Screeners module supports multi-indicator technical analysis. Ingevity Corp has a market cap of 2.36 B, operating margin of 15.21%, ROE of -133.66%. See
Correlation Analysis for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. A position in Ingevity Corp appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. All metrics are derived from available inputs and shown for reference. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in small area income & poverty estimates.
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Ingevity Corp has current Market Risk Adjusted Performance of 0.1351.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1351 | |
| ER[a] | = | Expected return on investing in Ingevity Corp |
| 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
Ingevity Corp maintains a
fifth standing in market risk adjusted performance relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
56.23 of Maximum Drawdown per Market Risk Adjusted Performance. For Ingevity Corp, Maximum Drawdown stands at
56.23 times Market Risk Adjusted Performance
Other Technical Indicators