| IO0 Stock | | | EUR 0.02 0.00 0.00% |
Ichor Coal total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Ichor Coal NV 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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Ichor Coal NV has current Total Risk Alpha of
(0.66). 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] |
| = | (0.66) | |
| ER[a] | = | Expected return on investing in Ichor Coal |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ichor Coal |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ichor Coal Total Risk Alpha Peers Comparison
Ichor Total Risk Alpha Relative To Other Indicators
Ichor Coal NV is rated
below average in total risk alpha category among its peers. It is rated
third overall 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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