| CAPTF Stock | | | USD 0.25 0.02 8.70% |
Capitan Mining total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Capitan Mining 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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Capitan Mining has current Total Risk Alpha of 0.2483. 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] |
| = | 0.2483 | |
| ER[a] | = | Expected return on investing in Capitan Mining |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Capitan Mining |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Capitan Mining Total Risk Alpha Peers Comparison
Capitan Total Risk Alpha Relative To Other Indicators
Capitan Mining is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
154.31 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Capitan Mining is roughly
154.31 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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