ACM Research Total Risk Alpha

688082 Stock   106.18  1.23  1.17%   
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ACM Research Shanghai has current Total Risk Alpha of 0.3328. 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]

 = 
0.3328
ER[a] = Expected return on investing in ACM Research
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on ACM Research
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

ACM Research Total Risk Alpha Peers Comparison

ACM Total Risk Alpha Relative To Other Indicators

ACM Research Shanghai 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  78.81  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ACM Research Shanghai is roughly  78.81 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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