| AOMR Stock | | | USD 9.81 0.19 1.98% |
Angel Oak total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Angel Oak Mortgage 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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Angel Oak Mortgage has current Total Risk Alpha of
(0.40). 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] |
| = | (0.40) | |
| ER[a] | = | Expected return on investing in Angel Oak |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Angel Oak |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Angel Oak Total Risk Alpha Peers Comparison
Angel Total Risk Alpha Relative To Other Indicators
Angel Oak Mortgage is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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