| CPH Stock | | | THB 9.80 0.20 2.08% |
Castle Peak total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Castle Peak Holdings 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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Castle Peak Holdings has current Total Risk Alpha of
(1.27). 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] |
| = | (1.27) | |
| ER[a] | = | Expected return on investing in Castle Peak |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Castle Peak |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Castle Peak Total Risk Alpha Peers Comparison
Castle Total Risk Alpha Relative To Other Indicators
Castle Peak Holdings is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown 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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