| 601077 Stock | | | 5.75 0.09 1.59% |
Chongqing Rural total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Chongqing Rural Commercial 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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Chongqing Rural Commercial has current Total Risk Alpha of 0.1241. 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] |
| = | 0.1241 | |
| ER[a] | = | Expected return on investing in Chongqing Rural |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Chongqing Rural |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Chongqing Rural Total Risk Alpha Peers Comparison
Chongqing Total Risk Alpha Relative To Other Indicators
Chongqing Rural Commercial 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
114.30 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Chongqing Rural Commercial is roughly
114.30 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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