| 3587 Stock | | | TWD 254.50 6.00 2.30% |
Materials Analysis total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Materials Analysis Technology 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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Materials Analysis Technology has current Total Risk Alpha of
(0.40). 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] |
| = | (0.40) | |
| ER[a] | = | Expected return on investing in Materials Analysis |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Materials Analysis |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Materials Analysis Total Risk Alpha Peers Comparison
Materials Total Risk Alpha Relative To Other Indicators
Materials Analysis Technology 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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