| AS7 Stock | | | EUR 9.63 0.17 1.73% |
ANTA Sports total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ANTA Sports Products 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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ANTA Sports Products has current Total Risk Alpha of 0.1945. 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] |
| = | 0.1945 | |
| ER[a] | = | Expected return on investing in ANTA Sports |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ANTA Sports |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ANTA Sports Total Risk Alpha Peers Comparison
ANTA Total Risk Alpha Relative To Other Indicators
ANTA Sports Products is rated
below average in total risk alpha category among its peers. It is rated
second in maximum drawdown category among its peers reporting about
135.04 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ANTA Sports Products is roughly
135.04 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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