| ATLFF Stock | | | USD 15.76 0.00 0.00% |
Atlas Copco total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Atlas Copco AB 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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Atlas Copco AB has current Total Risk Alpha of 0.0015. 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] |
| = | 0.0015 | |
| ER[a] | = | Expected return on investing in Atlas Copco |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Atlas Copco |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Atlas Copco Total Risk Alpha Peers Comparison
Atlas Total Risk Alpha Relative To Other Indicators
Atlas Copco AB is rated
second in total risk alpha category among its peers. It is number one stock in maximum drawdown category among its peers reporting about
6,507 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Atlas Copco AB is roughly
6,507 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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