| 002810 Stock | | | 13,450 310.00 2.36% |
Samyung Trading total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Samyung Trading Co 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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Samyung Trading Co has current Total Risk Alpha of 0.1646. 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] |
| = | 0.1646 | |
| ER[a] | = | Expected return on investing in Samyung Trading |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Samyung Trading |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Samyung Trading Total Risk Alpha Peers Comparison
Samyung Total Risk Alpha Relative To Other Indicators
Samyung Trading Co is rated
fourth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
22.29 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Samyung Trading Co is roughly
22.29 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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