| ELMR Stock | | | 1,036 15.00 1.47% |
El Mor total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for El Mor Electric Installation 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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El Mor Electric Installation has current Total Risk Alpha of
(0.07). 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] |
| = | (0.07) | |
| ER[a] | = | Expected return on investing in El Mor |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on El Mor |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
El Mor Total Risk Alpha Peers Comparison
ELMR Total Risk Alpha Relative To Other Indicators
El Mor Electric Installation is rated
# 2 in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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