| CZH Stock | | | EUR 142.00 1.00 0.71% |
Choice Hotels total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Choice Hotels International 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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Choice Hotels International has current Total Risk Alpha of 0.1218. 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] |
| = | 0.1218 | |
| ER[a] | = | Expected return on investing in Choice Hotels |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Choice Hotels |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Choice Hotels Total Risk Alpha Peers Comparison
Choice Total Risk Alpha Relative To Other Indicators
Choice Hotels International 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
66.90 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Choice Hotels International is roughly
66.90 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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