Premium Brands Market Risk Adjusted Performance
| PBH Stock | | | CAD 95.26 1.14 1.21% |
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Premium Brands Holdings has current Market Risk Adjusted Performance of 0.9049.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.9049 | |
| ER[a] | = | Expected return on investing in Premium Brands |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Premium Brands Market Risk Adjusted Performance Peers Comparison
Premium Market Risk Adjusted Performance Relative To Other Indicators
Premium Brands Holdings is regarded
second in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
9.05 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Premium Brands Holdings is roughly
9.05
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