000250 Stock | | | KRW 135,600 1,400 1.02% |
Sam Chun market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Sam Chun Dang 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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Sam Chun Dang has current Market Risk Adjusted Performance of 0.8259.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8259 | |
ER[a] | = | Expected return on investing in Sam Chun |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Sam Market Risk Adjusted Performance Relative To Other Indicators
Sam Chun Dang is rated
second in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
19.71 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sam Chun Dang is roughly
19.71
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