Amarc Resources Total Risk Alpha
| AHR Stock | | | CAD 1.09 -0.05 -4.39% |
This technical indicator view for Total Risk Alpha organizes signals for Amarc Resources and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Amarc Resources has a market cap of 245.61 M, ROE of -3.85%. See
Trending Equities for portfolio-level analysis. This suggests a position in Amarc Resources 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 inflation.
Amarc Resources has current Total Risk Alpha of 0.2774. 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] |
| = | 0.2774 | |
| ER[a] | = | Expected return on investing in Amarc Resources |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Amarc Resources |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Amarc Resources Total Risk Alpha Peers Comparison
Amarc Total Risk Alpha Relative To Other Indicators
Amarc Resources is rated
below average for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
81.94 ratio of Maximum Drawdown to Total Risk Alpha. Amarc Resources's Maximum Drawdown exceeds Total Risk Alpha by a factor of
81.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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