Apollo Commercial Total Risk Alpha
| ARI Stock | | | USD 10.40 -0.03 -0.29% |
Observed values used to calculate the Total Risk Alpha technical indicator for Apollo Commercial Real. Technical inputs may vary across markets and data providers.
Apollo Commercial Real has current Total Risk Alpha of 0.2126. 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] |
| = | 0.2126 | |
| ER[a] | = | Expected return on investing in Apollo Commercial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Apollo Commercial |
| 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
Apollo Commercial Real places
fourth for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
34.52 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
34.52 times for Apollo Commercial Real
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Apollo Commercial to Peers
Other Technical Indicators