| 601211 Stock | | | 18.95 0.04 0.21% |
Guotai Junan market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Guotai Junan Securities 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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Guotai Junan Securities has current Market Risk Adjusted Performance of 0.5263.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.5263 | |
| ER[a] | = | Expected return on investing in Guotai Junan |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Guotai Junan Market Risk Adjusted Performance Peers Comparison
Guotai Market Risk Adjusted Performance Relative To Other Indicators
Guotai Junan Securities is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
29.11 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Guotai Junan Securities is roughly
29.11
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