Chimera Investment Total Risk Alpha vs. Kurtosis
| CIMO Stock | | | 25.62 0.01 0.04% |
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Chimera Investment has current Total Risk Alpha of 0.056. 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] |
| = | 0.056 | |
| ER[a] | = | Expected return on investing in Chimera Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Chimera Investment |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Chimera Investment Total Risk Alpha Peers Comparison
Chimera Total Risk Alpha Relative To Other Indicators
Chimera Investment is rated
below average in total risk alpha category among its peers. It is currently under evaluation in kurtosis category among its peers making up about
62.62 of Kurtosis per Total Risk Alpha. The ratio of Kurtosis to Total Risk Alpha for Chimera Investment is roughly
62.62 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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