| 00182EBP3 | | | 94.18 0.00 0.00% |
ANZNZ total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ANZNZ 2166 18 FEB 25 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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ANZNZ 2166 18 FEB 25 has current Total Risk Alpha of
(0.07). 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] |
| = | (0.07) | |
| ER[a] | = | Expected return on investing in ANZNZ |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ANZNZ |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ANZNZ Total Risk Alpha Peers Comparison
ANZNZ Total Risk Alpha Relative To Other Indicators
ANZNZ 2166 18 FEB 25 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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