China Feihe Total Risk Alpha
| CFEIY Stock | | | USD 4.99 0.60 13.67% |
This module presents the Total Risk Alpha indicator for China Feihe Limited using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. China Feihe has a market cap of 8.7 B, operating margin of 29.73%, ROE of 24.09%. Use
Trending Equities to explore allocation context. Allocation data is presented for contextual reference. This captures an allocation to China Feihe Limited. It is represented within the portfolio holdings. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
China Feihe Limited has current Total Risk Alpha of 0.2251. 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] |
| = | 0.2251 | |
| ER[a] | = | Expected return on investing in China Feihe |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on China Feihe |
| 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
China Feihe Limited is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
60.78 of Maximum Drawdown per Total Risk Alpha. At
60.78 , China Feihe Limited's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare China Feihe to Peers
Other Technical Indicators