INSURANCE AUST Market Risk Adjusted Performance
| NRM Stock | | | EUR 4.40 -0.10 -2.22% |
Observed values used in the Market Risk Adjusted Performance indicator for INSURANCE AUST GRP are included in this dataset. The information is based on observed market data across timeframes. INSURANCE AUST has a market cap of 6.86 B. Allocation context is available in
Correlation Analysis. The portfolio view reflects current allocation structure. A position in INSURANCE AUST GRP appears within the mix. The allocation reflects this within the position set. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
INSURANCE AUST GRP has current Market Risk Adjusted Performance of 0.8748.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8748 | |
| ER[a] | = | Expected return on investing in INSURANCE AUST |
| 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
INSURANCE AUST GRP holds the
#3 position for market risk adjusted performance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Market Risk Adjusted Performance ratio near
15.90 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for INSURANCE AUST GRP comes in at
15.90 Other Technical Indicators