Senvest Capital Market Risk Adjusted Performance
| SEC Stock | | | CAD 345.00 0.00 0.00% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Senvest Capital. Indicator values reflect available price and volume data where applicable.
Senvest Capital has current Market Risk Adjusted Performance of
-2.81.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -2.81 | |
| ER[a] | = | Expected return on investing in Senvest Capital |
| 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
Senvest Capital is rated
below average in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
Other Technical Indicators