ASML Holding Total Risk Alpha


USD 593.05  7.74  1.29%   

ASML Holding total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ASML Holding NV 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 Equity Screeners to view more equity screening tools
ASML Holding NV has current Total Risk Alpha of 0.2573. 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]) 
STD[a] / STD[b] 
ER[a] = Expected return on investing in ASML Holding
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on ASML Holding
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

ASML Holding Total Risk Alpha Peers Comparison

ASML Holding Total Risk Alpha Relative To Other Indicators

ASML Holding NV is currently under evaluation in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  70.15  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ASML Holding NV is roughly  70.15 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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