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 Equity Screeners to view more equity screening tools
ANZNZ
ANZNZ 2166 18 FEB 25 has current Total Risk Alpha of 0.0328. 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]
=
0.0328
ER[a]
=
Expected return on investing in ANZNZ
ER[b]
=
Expected return on market index or selected benchmark
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. reporting about 15.23 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ANZNZ 2166 18 FEB 25 is roughly 15.23
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