QBE Insurance Market Risk Adjusted Performance
| QBE Stock | | | EUR 12.50 -0.10 -0.79% |
The Market Risk Adjusted Performance indicator for QBE Insurance Group is derived from observed market data. The calculation draws on time-series market data across available periods. QBE Insurance has a market cap of 19.03 B, operating margin of 22.6%, ROE of 19.33%.
Your Equity Center adds portfolio-level perspective. The portfolio structure is presented for analytical context. The view is constructed from recorded portfolio positions. The information is presented without directional commentary. The holding in QBE Insurance Group represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. This overview is based on available data and does not express a directional view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
QBE Insurance Group has current Market Risk Adjusted Performance of
-1.60.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.60 | |
| ER[a] | = | Expected return on investing in QBE Insurance |
| 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
QBE Insurance Group is rated
below average in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
Other Technical Indicators