| 300460 Stock | | | 11.04 0.11 0.99% |
Guangdong Failong total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Guangdong Failong Crystal 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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Guangdong Failong Crystal has current Total Risk Alpha of 0.1932. 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] |
| = | 0.1932 | |
| ER[a] | = | Expected return on investing in Guangdong Failong |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Guangdong Failong |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Guangdong Failong Total Risk Alpha Peers Comparison
Guangdong Total Risk Alpha Relative To Other Indicators
Guangdong Failong Crystal 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
153.79 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Guangdong Failong Crystal is roughly
153.79 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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