| JATA Stock | | | EUR 12.80 0.10 0.79% |
JAPAN TOBACCO market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for JAPAN TOBACCO UNSPADR12 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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JAPAN TOBACCO UNSPADR12 has current Market Risk Adjusted Performance of 0.2111.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2111 | |
| ER[a] | = | Expected return on investing in JAPAN TOBACCO |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
JAPAN TOBACCO Market Risk Adjusted Performance Peers Comparison
JAPAN Market Risk Adjusted Performance Relative To Other Indicators
JAPAN TOBACCO UNSPADR12 is rated
fifth overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
47.31 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for JAPAN TOBACCO UNSPADR12 is roughly
47.31
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