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Cementos Pacasmayo SAA has current Total Risk Alpha of
(0.15). 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] |
| = | (0.15) | |
| ER[a] | = | Expected return on investing in Cementos Pacasmayo |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Cementos Pacasmayo |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Cementos Pacasmayo Total Risk Alpha Peers Comparison
Cementos Total Risk Alpha Relative To Other Indicators
Cementos Pacasmayo SAA is rated
third in total risk alpha category among its peers. It is currently under evaluation in value at risk category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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