| A1TM34 Stock | | | 425.88 2.33 0.55% |
A1TM34 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for A1TM34 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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A1TM34 has current Total Risk Alpha of 0.169. 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] |
| = | 0.169 | |
| ER[a] | = | Expected return on investing in A1TM34 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on A1TM34 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
A1TM34 Total Risk Alpha Peers Comparison
A1TM34 Total Risk Alpha Relative To Other Indicators
A1TM34 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
39.07 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for A1TM34 is roughly
39.07 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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