| 6464 Stock | | | TWD 78.40 0.10 0.13% |
Taiwan Optical total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Taiwan Optical Platform 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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Taiwan Optical Platform has current Total Risk Alpha of
(0.08). 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] |
| = | (0.08) | |
| ER[a] | = | Expected return on investing in Taiwan Optical |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Taiwan Optical |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Taiwan Optical Total Risk Alpha Peers Comparison
Taiwan Total Risk Alpha Relative To Other Indicators
Taiwan Optical Platform is rated
fourth in total risk alpha category among its peers. It is rated
fourth in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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