| 009540 Stock | | | 216,000 500.00 0.23% |
Korea Shipbuilding total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Korea Shipbuilding Offshore 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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Korea Shipbuilding Offshore has current Total Risk Alpha of
(0.25). 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] |
| = | (0.25) | |
| ER[a] | = | Expected return on investing in Korea Shipbuilding |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Korea Shipbuilding |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Korea Shipbuilding Total Risk Alpha Peers Comparison
Korea Total Risk Alpha Relative To Other Indicators
Korea Shipbuilding Offshore is rated
second 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.
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