Willis Lease Market Risk Adjusted Performance
| WLFC Stock | | | USD 170.76 3.25 1.94% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Willis Lease Finance. Coverage may vary depending on data feeds and normalization methods.
Willis Lease Finance has current Market Risk Adjusted Performance of 0.1869.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.1869 | |
| ER[a] | = | Expected return on investing in Willis Lease |
| 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
Willis Lease Finance holds the
#5 position for market risk adjusted performance relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Market Risk Adjusted Performance ratio near
71.77 . The Maximum Drawdown to Market Risk Adjusted Performance ratio for Willis Lease Finance comes in at
71.77 Other Technical Indicators