PT Perusahaan Market Risk Adjusted Performance
| PPAAFDelisted Stock | | | USD 0.11 0.00 0.00% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for PT Perusahaan Gas. Indicator values reflect available price and volume data where applicable.
PT Perusahaan Gas has current Market Risk Adjusted Performance of 7.99.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 7.99 | |
| ER[a] | = | Expected return on investing in PT Perusahaan |
| 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
PT Perusahaan Gas holds the top spot in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
9.09 Maximum Drawdown per unit of Market Risk Adjusted Performance. PT Perusahaan Gas carries a
9.09 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators