YASKAWA Electric Total Risk Alpha
| YASKF Stock | | | USD 27.70 0.00 0.00% |
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YASKAWA Electric has current Total Risk Alpha of 0.2739. 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] |
| = | 0.2739 | |
| ER[a] | = | Expected return on investing in YASKAWA Electric |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on YASKAWA Electric |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
YASKAWA Electric Total Risk Alpha Peers Comparison
YASKAWA Total Risk Alpha Relative To Other Indicators
YASKAWA Electric is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
79.47 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for YASKAWA Electric is roughly
79.47 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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