| 297090 Stock | | | KRW 4,680 120.00 2.50% |
CS BEARING total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CS BEARING CoLtd 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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CS BEARING CoLtd has current Total Risk Alpha of 0.3803. 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] |
| = | 0.3803 | |
| ER[a] | = | Expected return on investing in CS BEARING |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CS BEARING |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CS BEARING Total Risk Alpha Peers Comparison
297090 Total Risk Alpha Relative To Other Indicators
CS BEARING CoLtd 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
46.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CS BEARING CoLtd is roughly
46.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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