Microvast Holdings Total Risk Alpha
| MVST Stock | | | USD 2.09 0.01 0.48% |
The Total Risk Alpha lookup presents technical context for Microvast Holdings and related instruments. Coverage varies by data normalization and availability; see
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Microvast Holdings has current Total Risk Alpha of
-0.67. 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] |
| = | -0.67 | |
| ER[a] | = | Expected return on investing in Microvast Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Microvast Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Microvast Holdings Total Risk Alpha Peers Comparison
Microvast Total Risk Alpha Relative To Other Indicators
Microvast Holdings is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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