Major Cineplex Risk Adjusted Performance

MJLF Stock  THB 4.26  0.02  0.47%   
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Major Cineplex Lifestyle has current Risk Adjusted Performance of 0.0983.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.0983
ER[a] = Expected return on investing in Major Cineplex
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

Major Cineplex Risk Adjusted Performance Peers Comparison

Major Risk Adjusted Performance Relative To Other Indicators

Major Cineplex Lifestyle is regarded third in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  171.76  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for Major Cineplex Lifestyle is roughly  171.76 
Compare Major Cineplex to Peers

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