| 4991 Stock | | | TWD 126.00 13.50 9.68% |
GCS Holdings total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for GCS Holdings 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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GCS Holdings has current Total Risk Alpha of 1.01. 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] |
| = | 1.01 | |
| ER[a] | = | Expected return on investing in GCS Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GCS Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GCS Holdings Total Risk Alpha Peers Comparison
GCS Total Risk Alpha Relative To Other Indicators
GCS Holdings is rated
second in total risk alpha category among its peers. It is number one stock in maximum drawdown category among its peers reporting about
19.71 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for GCS Holdings is roughly
19.71 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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