| 3RKU Stock | | | EUR 14.80 0.10 0.67% |
RYOHIN UNSPADR1 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for RYOHIN UNSPADR1 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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RYOHIN UNSPADR1 has current Total Risk Alpha of 0.1321. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1321 | |
| ER[a] | = | Expected return on investing in RYOHIN UNSPADR1 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RYOHIN UNSPADR1 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RYOHIN UNSPADR1 Total Risk Alpha Peers Comparison
RYOHIN Total Risk Alpha Relative To Other Indicators
RYOHIN UNSPADR1 is rated
fourth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
92.64 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for RYOHIN UNSPADR1 is roughly
92.64 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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