| AFVZX Fund | | | USD 23.67 0.26 1.11% |
Applied Finance total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Applied Finance Select 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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Applied Finance Select has current Total Risk Alpha of
(0.05). 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] |
| = | (0.05) | |
| ER[a] | = | Expected return on investing in Applied Finance |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Applied Finance |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Applied Finance Total Risk Alpha Peers Comparison
Applied Total Risk Alpha Relative To Other Indicators
Applied Finance Select is
third largest fund in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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