EMR Stock | | | MXN 2,042 0.00 0.00% |
Emerson Electric market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Emerson Electric Co 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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Emerson Electric Co has current Market Risk Adjusted Performance of 0.9038.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.9038 | |
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 Co is rated
# 4 in market risk adjusted performance category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
0.59 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Emerson Electric Co is roughly
1.70
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