B2 Impact Total Risk Alpha
| B2I Stock | | | 20.00 0.15 0.74% |
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B2 Impact ASA has current Total Risk Alpha of 0.1021. 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] |
| = | 0.1021 | |
| ER[a] | = | Expected return on investing in B2 Impact |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on B2 Impact |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
B2 Impact Total Risk Alpha Peers Comparison
B2I Total Risk Alpha Relative To Other Indicators
B2 Impact ASA is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
74.04 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for B2 Impact ASA is roughly
74.04 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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