JIADE LIMITED Total Risk Alpha
| JDZG Stock | | | 0.11 -0.01 -8.33% |
JIADE LIMITED total risk alpha lookup summarizes this and related technical indicators for JIADE LIMITED Common. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. JIADE LIMITED has a market cap of 2.87 M, operating margin of -53.36%, ROE of -5.91%. Use
Risk vs Return Analysis to explore allocation context. This includes a position in JIADE LIMITED Common within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
JIADE LIMITED Common has current Total Risk Alpha of 0.6278. 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] |
| = | 0.6278 | |
| ER[a] | = | Expected return on investing in JIADE LIMITED |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JIADE LIMITED |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JIADE LIMITED Total Risk Alpha Peers Comparison
JIADE Total Risk Alpha Relative To Other Indicators
JIADE LIMITED Common ranks
third among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
329.00 Maximum Drawdown per unit of Total Risk Alpha. JIADE LIMITED Common carries a
329.00 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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