| 2845 Stock | | | TWD 13.60 0.20 1.45% |
Far Eastern total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Far Eastern International 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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Far Eastern International has current Total Risk Alpha of
(0.23). 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] |
| = | (0.23) | |
| ER[a] | = | Expected return on investing in Far Eastern |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Far Eastern |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Far Eastern Total Risk Alpha Peers Comparison
Far Total Risk Alpha Relative To Other Indicators
Far Eastern International is rated
fourth 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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