Pentamaster Bhd Total Risk Alpha

7160 Stock   4.11  0.10  2.38%   
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Pentamaster Bhd has current Total Risk Alpha of 0.0874. 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]

 = 
0.0874
ER[a] = Expected return on investing in Pentamaster Bhd
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Pentamaster Bhd
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Pentamaster Bhd Total Risk Alpha Peers Comparison

Pentamaster Total Risk Alpha Relative To Other Indicators

Pentamaster Bhd is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  201.52  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Pentamaster Bhd is roughly  201.52 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Pentamaster Bhd to Peers

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