WF Holding Total Risk Alpha
| WFF Stock | | | 0.42 -0.02 -4.55% |
Reference data associated with the Total Risk Alpha technical indicator for WF Holding Limited. Additional screening context is available through
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WF Holding Limited has current Total Risk Alpha of 1.27. 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] |
| = | 1.27 | |
| ER[a] | = | Expected return on investing in WF Holding |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on WF Holding |
| 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
WF Holding Limited ranks
fourth among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
50.01 Maximum Drawdown per unit of Total Risk Alpha. WF Holding Limited carries a
50.01 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.
Compare WF Holding to Peers
Other Technical Indicators