| ALSN Stock | | | USD 119.51 1.95 1.66% |
Allison Transmission total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Allison Transmission 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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Allison Transmission Holdings has current Total Risk Alpha of 0.2395. 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] |
| = | 0.2395 | |
| ER[a] | = | Expected return on investing in Allison Transmission |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Allison Transmission |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Allison Transmission Total Risk Alpha Peers Comparison
Allison Total Risk Alpha Relative To Other Indicators
Allison Transmission Holdings 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
52.97 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Allison Transmission Holdings is roughly
52.97 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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