St Galler Market Risk Adjusted Performance
| SGKN Stock | | | CHF 651.00 4.00 0.62% |
The Market Risk Adjusted Performance reading for St Galler Kantonalbank is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data. St Galler has a market cap of 3.87 B, operating margin of 44.97%, ROE of 7.41%. Review
World Market Map for broader portfolio context. A position in St Galler Kantonalbank is part of the allocation. How positions are weighted depends on the construction approach used. 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.
St Galler Kantonalbank has current Market Risk Adjusted Performance of 1.76.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 1.76 | |
| ER[a] | = | Expected return on investing in St Galler |
| 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
St Galler Kantonalbank is rated
below average for market risk adjusted performance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
3.33 ratio of Maximum Drawdown to Market Risk Adjusted Performance. St Galler Kantonalbank's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
3.33 Other Technical Indicators