| SGSOY Stock | | | USD 10.06 0.01 0.1% |
SGS SA market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for SGS SA 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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SGS SA has current Market Risk Adjusted Performance of 0.4542.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4542 | |
| ER[a] | = | Expected return on investing in SGS SA |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
SGS SA Market Risk Adjusted Performance Peers Comparison
SGS Market Risk Adjusted Performance Relative To Other Indicators
SGS SA is currently regarded as top stock in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
16.63 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for SGS SA is roughly
16.63
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