CP All Total Risk Alpha
| CPPCY Stock | | | USD 13.38 0.00 0.00% |
Observed values used to calculate the Total Risk Alpha technical indicator for CP All PCL. Availability may differ across exchanges, markets, and reporting intervals.
CP All PCL has current Total Risk Alpha of 0.1126. 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] |
| = | 0.1126 | |
| ER[a] | = | Expected return on investing in CP All |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CP All |
| 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
CP All PCL is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
92.65 of Maximum Drawdown per Total Risk Alpha. At
92.65 , CP All PCL'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 CP All to Peers
Other Technical Indicators