| 191216CV0 | | | 96.44 11.22 13.17% |
191216CV0 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for COCA COLA CO 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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COCA COLA CO has current Total Risk Alpha of 0.0794. 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] |
| = | 0.0794 | |
| ER[a] | = | Expected return on investing in 191216CV0 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on 191216CV0 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
191216CV0 Total Risk Alpha Peers Comparison
191216CV0 Total Risk Alpha Relative To Other Indicators
COCA COLA CO cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
147.90 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for COCA COLA CO is roughly
147.90 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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