| CMHF Stock | | | USD 23.00 1.00 4.55% |
Community Heritage total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Community Heritage Financial 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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Community Heritage Financial has current Total Risk Alpha of 0.0155. 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] |
| = | 0.0155 | |
| ER[a] | = | Expected return on investing in Community Heritage |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Community Heritage |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Community Heritage Total Risk Alpha Peers Comparison
Community Total Risk Alpha Relative To Other Indicators
Community Heritage Financial is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
313.74 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Community Heritage Financial is roughly
313.74 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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