Valartis Group Market Risk Adjusted Performance
| VLRT Stock | | | CHF 12.30 0.60 5.13% |
Observed values used to calculate the Market Risk Adjusted Performance technical indicator for Valartis Group AG. Indicator inputs depend on available historical price observations.
Valartis Group AG has current Market Risk Adjusted Performance of 0.0704.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0704 | |
| ER[a] | = | Expected return on investing in Valartis Group |
| 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
Valartis Group AG falls in the
fourth position for market risk adjusted performance across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
429.72 ratio of Maximum Drawdown to Market Risk Adjusted Performance. Valartis Group AG's Maximum Drawdown exceeds Market Risk Adjusted Performance by a factor of
429.72 Other Technical Indicators