EMERSON ELECTRIC Market Risk Adjusted Performance

EMR Stock  EUR 118.80  0.62  0.52%   
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EMERSON ELECTRIC has current Market Risk Adjusted Performance of 0.9478.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.9478
ER[a] = Expected return on investing in EMERSON ELECTRIC
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

EMERSON ELECTRIC Market Risk Adjusted Performance Peers Comparison

EMERSON Market Risk Adjusted Performance Relative To Other Indicators

EMERSON ELECTRIC 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  12.15  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for EMERSON ELECTRIC is roughly  12.15 
Compare EMERSON ELECTRIC to Peers

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