ANTA Sports Total Risk Alpha
| AS7 Stock | | | EUR 8.92 0.12 1.36% |
ANTA Sports total risk alpha lookup summarizes this and related technical indicators for ANTA Sports Products. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. ANTA Sports has a market cap of 39.6 B. Use
Trending Equities to explore allocation context. This includes a position in ANTA Sports Products 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.
ANTA Sports Products has current Total Risk Alpha of
-0.07. 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] |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in ANTA Sports |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ANTA Sports |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ANTA Sports Total Risk Alpha Peers Comparison
ANTA Total Risk Alpha Relative To Other Indicators
ANTA Sports Products is rated
below average. in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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