Qantas Airways Market Risk Adjusted Performance

QABSY Stock  USD 28.74  0.07  0.24%   
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Qantas Airways Ltd has current Market Risk Adjusted Performance of 1.86.

MRAP

 = 

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

X

ER[a] - RFR)

 = 
1.86
ER[a] = Expected return on investing in Qantas Airways
RFR = Risk Free Rate of return. Typically T-Bill Rate
BETA = Beta of the asset with market or selected benchmark.

Qantas Airways Market Risk Adjusted Performance Peers Comparison

Qantas Market Risk Adjusted Performance Relative To Other Indicators

Qantas Airways Ltd is rated third in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  4.23  of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Qantas Airways Ltd is roughly  4.23 
Compare Qantas Airways to Peers

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