| MITSF Stock | | | USD 19.50 1.95 9.09% |
Mitsui Co total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Mitsui Co 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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Mitsui Co has current Total Risk Alpha of
(0.55). 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] |
| = | (0.55) | |
| ER[a] | = | Expected return on investing in Mitsui Co |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Mitsui Co |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Mitsui Co Total Risk Alpha Peers Comparison
Mitsui Total Risk Alpha Relative To Other Indicators
Mitsui Co is rated
below average in total risk alpha category among its peers. It is regarded
third 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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