Autoneum Holding Market Risk Adjusted Performance

AUTN Stock  CHF 113.80  1.40  1.25%   
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Autoneum Holding AG has current Market Risk Adjusted Performance of 0.0947.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.0947
ER[a] = Expected return on investing in Autoneum Holding
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Autoneum Holding Market Risk Adjusted Performance Peers Comparison

Autoneum Market Risk Adjusted Performance Relative To Other Indicators

Autoneum Holding AG is rated third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  95.49  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Autoneum Holding AG is roughly  95.49 
Compare Autoneum Holding to Peers

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