TWC Enterprises Market Risk Adjusted Performance
| TWC Stock | | | CAD 23.34 -0.03 -0.13% |
The Market Risk Adjusted Performance indicator for TWC Enterprises is constructed from normalized market data. All inputs reflect available trading data across supported markets. TWC Enterprises has a market cap of 564.11 M, operating margin of -17.63%, ROE of 9.36%. See
World Market Map for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. The portfolio reflects a holding in TWC Enterprises. The weighting is visible within the allocation breakdown. 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.
TWC Enterprises has current Market Risk Adjusted Performance of 0.144.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.144 | |
| ER[a] | = | Expected return on investing in TWC Enterprises |
| 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
TWC Enterprises lands at
#3 in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
59.96 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for TWC Enterprises sits at
59.96 Other Technical Indicators