Abrdn Emerging Total Risk Alpha
| AEF Fund | | | USD 7.46 -0.22 -2.86% |
The Total Risk Alpha signal for Abrdn Emerging Markets reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. Abrdn Emerging has a market cap of 206.66 M, operating margin of 29.82%, ROE of 6.53%. Portfolio-level context is available through
Trending Equities. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. This dataset reflects observed data and is not advisory in nature. A position in Abrdn Emerging Markets is part of the allocation. This appears in the portfolio view. Portfolio construction methods define how positions are sized. No forward-looking guarantees are expressed or implied by this data. Also, note that the market value of any fund could be closely tied with the direction of predictive economic indicators such as
signals in unemployment.
Abrdn Emerging Markets has current Total Risk Alpha of 0.3807. 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] |
| = | 0.3807 | |
| ER[a] | = | Expected return on investing in Abrdn Emerging |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Abrdn Emerging |
| 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
Abrdn Emerging Markets holds the top spot in total risk alpha across peer funds. It is currently under evaluation in maximum drawdown across peer funds at roughly
26.50 Maximum Drawdown per unit of Total Risk Alpha. Abrdn Emerging Markets carries a
26.50 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Abrdn Emerging to Peers
Other Technical Indicators