Cambria Foreign total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Cambria Foreign Shareholder 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
Cambria
Cambria Foreign Shareholder has current Total Risk Alpha of 0.037. 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]
=
0.037
ER[a]
=
Expected return on investing in Cambria Foreign
ER[b]
=
Expected return on market index or selected benchmark
Cambria Total Risk Alpha Relative To Other Indicators
Cambria Foreign Shareholder is rated # 2 ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 86.25 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Cambria Foreign Shareholder is roughly 86.25
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