Insurance Australia Market Risk Adjusted Performance
| NRM Stock | | | EUR 4.38 0.04 0.92% |
This dataset for Insurance Australia Group reflects inputs used in the Market Risk Adjusted Performance calculation. Data coverage may vary across sources and reporting intervals. Insurance Australia has a market cap of 10.49 B, operating margin of 9.44%, ROE of 15.74%. See
Correlation Analysis for portfolio-level analysis. This includes a position in Insurance Australia Group. Each holding is sized according to the methodology applied to the portfolio. 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 Australia Group has current Market Risk Adjusted Performance of 0.1928.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1928 | |
| ER[a] | = | Expected return on investing in Insurance Australia |
| 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 Australia Group ranks
third among stocks in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
55.16 Maximum Drawdown per unit of Market Risk Adjusted Performance. Insurance Australia Group carries a
55.16 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators