Two Harbors Market Risk Adjusted Performance
| TWO Stock | | | USD 11.32 -0.04 -0.35% |
This module presents the Market Risk Adjusted Performance indicator for Two Harbors Investments using available market inputs. Exchange-specific data schedules may affect the recency of readings. Two Harbors has a market cap of 1.19 B, operating margin of 22.04%, current ratio of 0.2. Use
World Market Map to view allocation positioning. Two Harbors Investments can be tracked within a custom portfolio for ongoing monitoring. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence Two Harbors Investments's company valuation — related indicators include
signals in private.
Two Harbors Investments has current Market Risk Adjusted Performance of 0.321.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.321 | |
| ER[a] | = | Expected return on investing in Two Harbors |
| 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
Two Harbors Investments takes the leading position in market risk adjusted performance compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
79.40 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Two Harbors Investments sits at
79.40 Other Technical Indicators