Bull Will Total Risk Alpha
| 6259 Stock | | | TWD 18.05 0.30 1.69% |
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Bull Will Co has current Total Risk Alpha of
(0.16). 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] |
| = | (0.16) | |
| ER[a] | = | Expected return on investing in Bull Will |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bull Will |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bull Will Total Risk Alpha Peers Comparison
Bull Total Risk Alpha Relative To Other Indicators
Bull Will Co is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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