| RFM Stock | | | 3.89 0.07 1.83% |
RFM Corp total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for RFM Corp 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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RFM Corp has current Total Risk Alpha of 0.056. 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] |
| = | 0.056 | |
| ER[a] | = | Expected return on investing in RFM Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RFM Corp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RFM Corp Total Risk Alpha Peers Comparison
RFM Total Risk Alpha Relative To Other Indicators
RFM Corp is rated
below average in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
94.05 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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