Sandvik AB Market Risk Adjusted Performance
| SDVKY Stock | | | USD 25.00 0.10 0.40% |
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Sandvik AB ADR has current Market Risk Adjusted Performance of 0.4845.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.4845 | |
| ER[a] | = | Expected return on investing in Sandvik AB |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Sandvik AB Market Risk Adjusted Performance Peers Comparison
Sandvik Market Risk Adjusted Performance Relative To Other Indicators
Sandvik AB ADR is rated
fourth in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
14.64 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Maximum Drawdown to Market Risk Adjusted Performance for Sandvik AB ADR is roughly
14.64
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