| PAE Stock | | | EUR 100.20 0.20 0.20% |
PACCAR market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for PACCAR Inc 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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PACCAR Inc has current Market Risk Adjusted Performance of 0.4969.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4969 | |
| ER[a] | = | Expected return on investing in PACCAR |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
PACCAR Market Risk Adjusted Performance Peers Comparison
PACCAR Market Risk Adjusted Performance Relative To Other Indicators
PACCAR Inc is regarded
fifth in market risk adjusted performance category among its peers. It is regarded
fourth in maximum drawdown category among its peers reporting about
26.62 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for PACCAR Inc is roughly
26.62
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