| 39541EAA1 | | | 104.15 3.50 3.48% |
GASBCM total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for GASBCM 6129 23 FEB 38 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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GASBCM 6129 23 FEB 38 has current Total Risk Alpha of 0.0015. 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] |
| = | 0.0015 | |
| ER[a] | = | Expected return on investing in GASBCM |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GASBCM |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GASBCM Total Risk Alpha Peers Comparison
GASBCM Total Risk Alpha Relative To Other Indicators
GASBCM 6129 23 FEB 38 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
3,665 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for GASBCM 6129 23 FEB 38 is roughly
3,665 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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