XCA Stock | | | EUR 12.89 0.11 0.85% |
Crdit Agricole market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Crdit Agricole 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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Crdit Agricole SA has current Market Risk Adjusted Performance of 0.2625.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.2625 | |
ER[a] | = | Expected return on investing in Crdit Agricole |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Crdit Agricole Market Risk Adjusted Performance Peers Comparison
Crdit Market Risk Adjusted Performance Relative To Other Indicators
Crdit Agricole SA is rated
below average in market risk adjusted performance category among its peers. It is rated
fifth in maximum drawdown category among its peers reporting about
30.17 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Crdit Agricole SA is roughly
30.17
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