ACC Aviation Total Risk Alpha
| CAVG Stock | | | USD 0.17 0.15 1,018% |
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ACC Aviation Holdings has current Total Risk Alpha of 2.5. 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] |
| = | 2.5 | |
| ER[a] | = | Expected return on investing in ACC Aviation |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ACC Aviation |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ACC Aviation Total Risk Alpha Peers Comparison
ACC Total Risk Alpha Relative To Other Indicators
ACC Aviation Holdings 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
64.37 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ACC Aviation Holdings is roughly
64.37 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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