| AURA Stock | | | ILA 1,436 19.00 1.34% |
Aura Investments total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Aura Investments or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Aura Investments has current Total Risk Alpha of 0.1986. 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] |
| = | 0.1986 | |
| ER[a] | = | Expected return on investing in Aura Investments |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Aura Investments |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Aura Investments Total Risk Alpha Peers Comparison
Aura Total Risk Alpha Relative To Other Indicators
Aura Investments is number one stock in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
71.00 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Aura Investments is roughly
71.00 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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