| CAAP Stock | | | USD 18.81 0.02 0.11% |
Corporacion America total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Corporacion America Airports 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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Corporacion America Airports has current Total Risk Alpha of 0.1082. 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] |
| = | 0.1082 | |
| ER[a] | = | Expected return on investing in Corporacion America |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Corporacion America |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Corporacion America Total Risk Alpha Peers Comparison
Corporacion Total Risk Alpha Relative To Other Indicators
Corporacion America Airports is rated
below average in total risk alpha category among its peers. It is rated
fifth in maximum drawdown category among its peers reporting about
143.85 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Corporacion America Airports is roughly
143.85 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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