| ALZC Stock | | | EUR 28.45 0.04 0.14% |
ASSA ABLOY total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ASSA ABLOY AB 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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ASSA ABLOY AB has current Total Risk Alpha of 0.0012. 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] |
| = | 0.0012 | |
| ER[a] | = | Expected return on investing in ASSA ABLOY |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ASSA ABLOY |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ASSA ABLOY Total Risk Alpha Peers Comparison
ASSA Total Risk Alpha Relative To Other Indicators
ASSA ABLOY AB is rated
third in total risk alpha category among its peers. It is rated
fourth in maximum drawdown category among its peers reporting about
8,828 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ASSA ABLOY AB is roughly
8,828 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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