Electro Optic Total Risk Alpha
| EOPSF Stock | | | USD 3.28 0.13 4.13% |
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Electro Optic Systems has current Total Risk Alpha of 1.08. 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] |
| = | 1.08 | |
| ER[a] | = | Expected return on investing in Electro Optic |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Electro Optic |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Electro Optic Total Risk Alpha Peers Comparison
Electro Total Risk Alpha Relative To Other Indicators
Electro Optic Systems is one of the top stocks in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
41.58 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Electro Optic Systems is roughly
41.58 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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