Immunovant Market Risk Adjusted Performance
| IMVT Stock | | | USD 15.96 0.55 3.33% |
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Immunovant has current Market Risk Adjusted Performance of 0.149.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.149 | |
| ER[a] | = | Expected return on investing in Immunovant |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Immunovant Market Risk Adjusted Performance Peers Comparison
Immunovant Market Risk Adjusted Performance Relative To Other Indicators
Immunovant is rated
fourth overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
87.79 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Immunovant is roughly
87.79
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