| CAMX Stock | | | SEK 582.50 8.50 1.44% |
Camurus AB total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Camurus AB 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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Camurus AB has current Total Risk Alpha of 0.1355. 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] |
| = | 0.1355 | |
| ER[a] | = | Expected return on investing in Camurus AB |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Camurus AB |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Camurus AB Total Risk Alpha Peers Comparison
Camurus Total Risk Alpha Relative To Other Indicators
Camurus AB is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
91.03 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Camurus AB is roughly
91.03 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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