| ANLT Stock | | | ILA 7,000 16.00 0.23% |
Analyst IMS total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Analyst IMS Investment 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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Analyst IMS Investment has current Total Risk Alpha of 0.7928. 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] |
| = | 0.7928 | |
| ER[a] | = | Expected return on investing in Analyst IMS |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Analyst IMS |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Analyst IMS Total Risk Alpha Peers Comparison
Analyst Total Risk Alpha Relative To Other Indicators
Analyst IMS Investment is rated
third in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
10.66 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Analyst IMS Investment is roughly
10.66 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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