IPG Stock | | | USD 30.38 0.61 2.05% |
Interpublic Group market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Interpublic Group of 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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Interpublic Group of has current Market Risk Adjusted Performance of 0.0501.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.0501 | |
ER[a] | = | Expected return on investing in Interpublic Group |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BETA | = | Beta of the asset with market or selected benchmark. |
Interpublic Group Market Risk Adjusted Performance Peers Comparison
Interpublic Market Risk Adjusted Performance Relative To Other Indicators
Interpublic Group of 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
166.18 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Interpublic Group of is roughly
166.18
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