BANK MANDIRI Market Risk Adjusted Performance
| PQ9 Stock | | | EUR 0.23 0.00 0.00% |
This module presents the Market Risk Adjusted Performance indicator for BANK MANDIRI using available market inputs. The indicator computation uses normalized market activity data. BANK MANDIRI has a market cap of 20.52 B. See
Your Equity Center for portfolio-level analysis. Broader economic conditions can influence BANK MANDIRI's company valuation — related indicators include
signals in state.
BANK MANDIRI has current Market Risk Adjusted Performance of 22.65.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 22.65 | |
| ER[a] | = | Expected return on investing in BANK MANDIRI |
| 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
BANK MANDIRI leads all stocks 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
0.20 . The Market Risk Adjusted Performance to Maximum Drawdown ratio for BANK MANDIRI comes in at
4.98 Other Technical Indicators