| 601598 Stock | | | 5.23 0.12 2.24% |
Sinotrans total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Sinotrans Ltd Class 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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Sinotrans Ltd Class has current Total Risk Alpha of 0.2078. 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] |
| = | 0.2078 | |
| ER[a] | = | Expected return on investing in Sinotrans |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sinotrans |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sinotrans Total Risk Alpha Peers Comparison
Sinotrans Total Risk Alpha Relative To Other Indicators
Sinotrans Ltd Class is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
72.00 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Sinotrans Ltd Class is roughly
72.00 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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