YiDong Electronics Total Risk Alpha
| 301123 Stock | | | 56.52 -0.10 -0.18% |
This technical indicator view for Total Risk Alpha organizes signals for YiDong Electronics Technology and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. YiDong Electronics has a market cap of 14.86 B, operating margin of 7.31%, ROE of -1.17%. See
Trending Equities for portfolio-level analysis. This suggests a position in YiDong Electronics Technology within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
YiDong Electronics Technology has current Total Risk Alpha of 0.9357. 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] |
| = | 0.9357 | |
| ER[a] | = | Expected return on investing in YiDong Electronics |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on YiDong Electronics |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
YiDong Electronics Total Risk Alpha Peers Comparison
YiDong Total Risk Alpha Relative To Other Indicators
YiDong Electronics Technology ranks first in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
33.28 of Maximum Drawdown per Total Risk Alpha. At
33.28 , YiDong Electronics Technology's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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