SCG PACKAGING Total Risk Alpha

SCGP-R Stock  THB 20.80  0.71  3.30%   
SCG PACKAGING total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for SCG PACKAGING PCL NVDR 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 Equity Screeners to view more equity screening tools
  
SCG PACKAGING PCL NVDR has current Total Risk Alpha of (1.49). 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]

 = 
(1.49)
ER[a] = Expected return on investing in SCG PACKAGING
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on SCG PACKAGING
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

SCG PACKAGING Total Risk Alpha Peers Comparison

SCG Total Risk Alpha Relative To Other Indicators

SCG PACKAGING PCL NVDR is rated below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SCG PACKAGING to Peers

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