Aware Total Risk Alpha
| AWRE Stock | | | USD 1.17 -0.06 -4.88% |
Observed values used to calculate the Total Risk Alpha technical indicator for Aware Inc. Coverage may vary across instruments due to feed availability.
Aware Inc has current Total Risk Alpha of
-0.66. 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] |
| = | -0.66 | |
| ER[a] | = | Expected return on investing in Aware |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Aware |
| 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
Aware Inc is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Aware to Peers
Other Technical Indicators