Origin Energy Market Risk Adjusted Performance

OGFGY Stock  USD 6.50  0.00  0.00%   
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Origin Energy Ltd has current Market Risk Adjusted Performance of 0.1921.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
0.1921
ER[a] = Expected return on investing in Origin Energy
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Origin Energy Market Risk Adjusted Performance Peers Comparison

Origin Market Risk Adjusted Performance Relative To Other Indicators

Origin Energy Ltd is regarded third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  72.62  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Origin Energy Ltd is roughly  72.62 
Compare Origin Energy to Peers

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