Keysight Technologies Market Risk Adjusted Performance

1KT Stock  EUR 155.72  2.72  1.78%   
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Keysight Technologies has current Market Risk Adjusted Performance of 0.2367.

MRAP

 = 

ER[a] + (1/BETA - 1)

X

ER[a] - RFR)

 = 
0.2367
ER[a] = Expected return on investing in Keysight Technologies
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Keysight Technologies Market Risk Adjusted Performance Peers Comparison

Keysight Market Risk Adjusted Performance Relative To Other Indicators

Keysight Technologies is rated third in market risk adjusted performance category among its peers. It is rated fifth in maximum drawdown category among its peers reporting about  42.88  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Keysight Technologies is roughly  42.88 
Compare Keysight Technologies to Peers

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