| KUOA Stock | | | MXN 46.00 4.84 11.76% |
Grupo KUO total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Grupo KUO SAB 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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Grupo KUO SAB has current Total Risk Alpha of 0.0875. 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] |
| = | 0.0875 | |
| ER[a] | = | Expected return on investing in Grupo KUO |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Grupo KUO |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Grupo KUO Total Risk Alpha Peers Comparison
Grupo Total Risk Alpha Relative To Other Indicators
Grupo KUO SAB is rated
below average in total risk alpha category among its peers. It is currently regarded as number one stock in maximum drawdown category among its peers reporting about
204.62 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Grupo KUO SAB is roughly
204.62 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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