| CH1A Stock | | | EUR 101.00 1.00 0.98% |
CH Robinson total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CH Robinson Worldwide 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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CH Robinson Worldwide has current Total Risk Alpha of 0.1061. 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] |
| = | 0.1061 | |
| ER[a] | = | Expected return on investing in CH Robinson |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CH Robinson |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CH Robinson Total Risk Alpha Peers Comparison
CH1A Total Risk Alpha Relative To Other Indicators
CH Robinson Worldwide is rated
third in total risk alpha category among its peers. It is rated
third in maximum drawdown category among its peers reporting about
107.92 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CH Robinson Worldwide is roughly
107.92 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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