| 688232 Stock | | | 26.74 0.96 3.47% |
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Guotai Epoint Software has current Total Risk Alpha of 0.4141. 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] |
| = | 0.4141 | |
| ER[a] | = | Expected return on investing in Guotai Epoint |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Guotai Epoint |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Guotai Epoint Total Risk Alpha Peers Comparison
Guotai Total Risk Alpha Relative To Other Indicators
Guotai Epoint Software is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
68.65 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Guotai Epoint Software is roughly
68.65 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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