| SOMLF Stock | | | USD 71.14 0.00 0.00% |
SECOM market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SECOM LTD or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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SECOM LTD has current Market Risk Adjusted Performance of 0.5711.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5711 | |
| ER[a] | = | Expected return on investing in SECOM |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
SECOM Market Risk Adjusted Performance Peers Comparison
SECOM Market Risk Adjusted Performance Relative To Other Indicators
SECOM LTD is currently regarded as top stock in market risk adjusted performance category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
14.77 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for SECOM LTD is roughly
14.77
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