Five Star Total Risk Alpha
| FSBC Stock | | | USD 36.87 0.90 2.50% |
Observed values used to calculate the Total Risk Alpha technical indicator for Five Star Bancorp. Indicator values reflect available price and volume data where applicable.
Five Star Bancorp has current Total Risk Alpha of 0.124. 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] |
| = | 0.124 | |
| ER[a] | = | Expected return on investing in Five Star |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Five Star |
| 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
Five Star Bancorp is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
81.13 . The Maximum Drawdown to Total Risk Alpha ratio for Five Star Bancorp comes in at
81.13 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Five Star to Peers
Other Technical Indicators