Coca Cola Total Risk Alpha

KO Stock  USD 62.88  0.67  1.05%   
Coca Cola total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for The Coca Cola 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
The Coca Cola has current Total Risk Alpha of 0.0651. 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 Coca Cola
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Coca Cola
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Coca Cola Total Risk Alpha Peers Comparison

Coca Total Risk Alpha Relative To Other Indicators

The Coca Cola is rated below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  55.04  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for The Coca Cola is roughly  55.04 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Coca Cola to Peers

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