Artius II Total Risk Alpha
| AACB Stock | | | 10.34 0.01 0.1% |
Observed values used in the Total Risk Alpha indicator for Artius II Acquisition are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. Artius II has a market cap of 286.16 M. Allocation context is available in
Trending Equities. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. All values are based on available data and provided as reference information. The allocation shows a weighting toward Artius II Acquisition. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. All figures are based on reported data and are informational in nature. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Artius II Acquisition has current Total Risk Alpha of 0.0112. 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] |
| = | 0.0112 | |
| ER[a] | = | Expected return on investing in Artius II |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Artius II |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Artius II Acquisition is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
77.49 of Maximum Drawdown per Total Risk Alpha. At
77.49 , Artius II Acquisition'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.
Compare Artius II to Peers
Other Technical Indicators