Capcom Co Total Risk Alpha
| CCOEY Pink Sheet | | | USD 10.92 0.29 2.73% |
Total Risk Alpha readings for Capcom Co Ltd are presented with current values, historical context, and comparative peer data. For broader technical analysis across instruments, Total Risk Alpha data is also available in
Equity Screeners. Context for Capcom Co is enhanced by combining
Capcom Co Volatility with
Capcom Co Price History.
Current Total Risk Alpha Value
Capcom Co registers a Total Risk Alpha of 0.1166, reflecting positive alpha — return above what market exposure alone would predict. Capcom Co has generated modest excess return beyond what its systematic risk exposure explains.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1166 | |
| ER[a] | = | Expected return on investing in Capcom Co |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Capcom Co |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Capcom Co's Total Risk Alpha of 0.1166 falls above the -0.14 peer average. Values range from -0.5201 (Oracle Japan) to 0.1459 (Sunny Optical Technology), with tight clustering across the group. Capcom Co has generated more excess return relative to its market exposure than the peer group average.
Total Risk Alpha Relative To Other Indicators
The chart below plots Total Risk Alpha against Maximum Drawdown for Capcom Co and its peers. Each point represents one equity — position along the horizontal axis shows Total Risk Alpha while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Capcom Co's Maximum Drawdown of
20.10 runs about
172.42 times its Total Risk Alpha of
0.12 . This indicates Maximum Drawdown substantially exceeds Total Risk Alpha for Capcom Co.
Methodology, Assumptions & Data Sources
The current Total Risk Alpha for Capcom Co is 0.1166. The Total Risk Alpha for Capcom Co is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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