Avistar Communications Total Risk Alpha
| AVSR Stock | | | USD 0.0002 0.00 0.00% |
The Total Risk Alpha lookup presents technical context for Avistar Communications Corp and related instruments. Coverage varies by data normalization and availability; see
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Avistar Communications Corp has current Total Risk Alpha of 1.48. 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] |
| = | 1.48 | |
| ER[a] | = | Expected return on investing in Avistar Communications |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Avistar Communications |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Avistar Communications Total Risk Alpha Peers Comparison
Avistar Total Risk Alpha Relative To Other Indicators
Avistar Communications Corp is rated
second among pink sheets in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
67.47 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Avistar Communications Corp is roughly
67.47 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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