Lightinthebox Holding Total Risk Alpha

LITB
 Stock
  

USD 1.06  0.10  10.42%   

Lightinthebox Holding total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Lightinthebox Holding Co 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
  
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Lightinthebox Holding Co has current Total Risk Alpha of 0.3695. 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] 
 = 
0.3695
ER[a] = Expected return on investing in Lightinthebox Holding
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Lightinthebox Holding
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Lightinthebox Holding Total Risk Alpha Peers Comparison

Lightinthebox Total Risk Alpha Relative To Other Indicators

Lightinthebox Holding Co is rated third overall in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  40.29  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Lightinthebox Holding Co is roughly  40.29 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Lightinthebox Holding to Peers

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