Select Medical Market Risk Adjusted Performance
| S24 Stock | | | EUR 13.80 0.10 0.73% |
The Market Risk Adjusted Performance calculation for Select Medical draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness. Additional screening context is available through
Equity Screeners. Select Medical has a market cap of 1.71 B, operating margin of 4.58%, ROE of 10.64%. Use
World Market Map to view allocation positioning. Current allocation data is available for review. A position in Select Medical Holdings appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. The information is analytical in nature and is not intended as a specific recommendation. 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.
Select Medical Holdings has current Market Risk Adjusted Performance of 0.3194.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.3194 | |
| ER[a] | = | Expected return on investing in Select Medical |
| 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
Select Medical Holdings ranks
fourth among stocks in market risk adjusted performance across its competitive set. It ranks
fifth among stocks in maximum drawdown across its competitive set at roughly
35.11 Maximum Drawdown per unit of Market Risk Adjusted Performance. Select Medical Holdings carries a
35.11 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators