Lizhi Total Risk Alpha
| SOGP Stock | | | 13.73 -0.12 -0.87% |
This module presents the Total Risk Alpha indicator for Lizhi Inc using available market inputs. Exchange-specific data schedules may affect the recency of readings. Lizhi has a market cap of 53.75 M, operating margin of 4.65%. Use
World Market Map to explore allocation context. Tracking Lizhi Inc in a portfolio helps measure its contribution to overall performance. Position weights are derived from the selected portfolio construction methodology. Broader economic conditions can influence Lizhi Inc's company valuation — related indicators include
signals in census.
Lizhi Inc has current Total Risk Alpha of 0.7055. 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] |
| = | 0.7055 | |
| ER[a] | = | Expected return on investing in Lizhi |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lizhi |
| 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
Lizhi Inc is ranked
second for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
52.55 against Total Risk Alpha. Maximum Drawdown runs about
52.55 times Total Risk Alpha for Lizhi Inc
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Lizhi to Peers
Other Technical Indicators