AP Møller Total Risk Alpha

DP4A Stock   1,720  26.00  1.53%   
AP Møller total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for AP Mller 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 Equity Screeners to view more equity screening tools
  
AP Mller has current Total Risk Alpha of 0.1571. 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]

 = 
0.1571
ER[a] = Expected return on investing in AP Møller
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on AP Møller
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

AP Møller Total Risk Alpha Peers Comparison

0.19160.1571-0.3750.07160.7942100%

DP4A Total Risk Alpha Relative To Other Indicators

AP Mller is rated # 4 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  88.33  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for AP Mller is roughly  88.33 
JavaScript chart by amCharts 3.21.15A2XG515QVYV0K9RC5HDP4A 05101520 00.20.40.60.81.0
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare AP Møller to Peers

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