Roctool Total Risk Alpha vs. Expected Short fall
| ALROC Stock | | | EUR 0.52 0.04 7.14% |
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Roctool has current Total Risk Alpha of 1.8. 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] |
| = | 1.8 | |
| ER[a] | = | Expected return on investing in Roctool |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Roctool |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Roctool Total Risk Alpha Peers Comparison
Roctool Total Risk Alpha Relative To Other Indicators
Roctool is number one stock in total risk alpha category among its peers. It is currently under evaluation in expected short fall 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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