Li Bang Total Risk Alpha
| LBGJ Stock | | | 0.03 -0.002 -6.25% |
Historical market data for Li Bang International forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Related indicator context is organized within
Equity Screeners. Li Bang has a market cap of 569.94 K, operating margin of -2.72%, ROE of -16.83%. See
Correlation Analysis for additional portfolio context. The view frames allocation within the broader portfolio. Portfolio data reflects current holdings and their weights. The holding in Li Bang International represents an allocation. 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 census.
Li Bang International has current Total Risk Alpha of
-0.43. 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] |
| = | -0.43 | |
| ER[a] | = | Expected return on investing in Li Bang |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Li Bang |
| 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
Li Bang International is rated
below average in the total risk alpha category versus peers. It is currently under evaluation in the maximum drawdown category versus peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Li Bang to Peers
Other Technical Indicators