| AMFN0000 | | | LKR 28.50 0.10 0.35% |
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Associated Motor Finance has current Total Risk Alpha of 0.0283. 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] |
| = | 0.0283 | |
| ER[a] | = | Expected return on investing in Associated |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Associated |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Associated Total Risk Alpha Peers Comparison
Associated Total Risk Alpha Relative To Other Indicators
Associated Motor Finance 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
439.73 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Associated Motor Finance is roughly
439.73 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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