Siegfried Holding Market Risk Adjusted Performance
| SFZN Stock | | | CHF 86.80 0.40 0.46% |
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Siegfried Holding has current Market Risk Adjusted Performance of
(6.27).
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | (6.27) | |
| ER[a] | = | Expected return on investing in Siegfried Holding |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Siegfried Holding Market Risk Adjusted Performance Peers Comparison
Siegfried Market Risk Adjusted Performance Relative To Other Indicators
Siegfried Holding is rated
below average in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
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