Exxon Market Risk Adjusted Performance
| XOM Stock | | | USD 158.16 0.57 0.36% |
Reference data associated with the Market Risk Adjusted Performance technical indicator for Exxon Mobil Corp. Values may reflect normalized price or volume observations.
Exxon Mobil Corp has current Market Risk Adjusted Performance of 5.52.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 5.52 | |
| ER[a] | = | Expected return on investing in Exxon |
| 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
Exxon Mobil Corp 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
1.24 in Maximum Drawdown for each unit of Market Risk Adjusted Performance. The spread between Maximum Drawdown and Market Risk Adjusted Performance for Exxon Mobil Corp sits at
1.24 Other Technical Indicators