BUMI Stock | | | IDR 142.00 3.00 2.07% |
Bumi Resources market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Bumi Resources Tbk 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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Bumi Resources Tbk has current Market Risk Adjusted Performance of 11.44.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 11.44 | |
ER[a] | = | Expected return on investing in Bumi Resources |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Bumi Resources Market Risk Adjusted Performance Peers Comparison
Bumi Market Risk Adjusted Performance Relative To Other Indicators
Bumi Resources Tbk is number one stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
2.17 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Bumi Resources Tbk is roughly
2.17
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