Spirit Aerosystems Market Risk Adjusted Performance
| SPRDelisted Stock | | | USD 39.50 0.36 0.92% |
This technical indicator view for Market Risk Adjusted Performance organizes signals for Spirit Aerosystems Holdings and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Spirit Aerosystems has a market cap of 4.64 B, operating margin of -40.41%, ROE of -5.33%. See
World Market Map for portfolio-level analysis. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Spirit Aerosystems Holdings has current Market Risk Adjusted Performance of 0.2526.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2526 | |
| ER[a] | = | Expected return on investing in Spirit Aerosystems |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Spirit Aerosystems Market Risk Adjusted Performance Peers Comparison
Spirit Market Risk Adjusted Performance Relative To Other Indicators
Spirit Aerosystems Holdings is ranked
fourth for market risk adjusted performance against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
31.51 against Market Risk Adjusted Performance. Maximum Drawdown runs about
31.51 times Market Risk Adjusted Performance for Spirit Aerosystems Holdings
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.