| 9EV Stock | | | EUR 0.31 0.01 3.33% |
EMBARK EDUCATION total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for EMBARK EDUCATION LTD 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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EMBARK EDUCATION LTD has current Total Risk Alpha of 0.0229. 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] |
| = | 0.0229 | |
| ER[a] | = | Expected return on investing in EMBARK EDUCATION |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on EMBARK EDUCATION |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
EMBARK EDUCATION Total Risk Alpha Peers Comparison
EMBARK Total Risk Alpha Relative To Other Indicators
EMBARK EDUCATION LTD is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
311.92 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for EMBARK EDUCATION LTD is roughly
311.92 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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