| CPIN Stock | | | IDR 4,720 20.00 0.43% |
Charoen Pokphand total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Charoen Pokphand Indonesia 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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Charoen Pokphand Indonesia has current Total Risk Alpha of
(0.35). 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] |
| = | (0.35) | |
| ER[a] | = | Expected return on investing in Charoen Pokphand |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Charoen Pokphand |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Charoen Pokphand Total Risk Alpha Peers Comparison
Charoen Total Risk Alpha Relative To Other Indicators
Charoen Pokphand Indonesia is number one stock 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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