| AGHOL Stock | | | TRY 362.75 2.25 0.62% |
AG Anadolu total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for AG Anadolu Group 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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AG Anadolu Group has current Total Risk Alpha of 0.0984. 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] |
| = | 0.0984 | |
| ER[a] | = | Expected return on investing in AG Anadolu |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AG Anadolu |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
AG Anadolu Total Risk Alpha Peers Comparison
AGHOL Total Risk Alpha Relative To Other Indicators
AG Anadolu Group is rated
third in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
139.62 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for AG Anadolu Group is roughly
139.62 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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