| BBRC11 Fund | | | BRL 109.00 3.51 3.33% |
BB Renda total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BB Renda Corporativa 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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BB Renda Corporativa has current Total Risk Alpha of
(0.29). 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] |
| = | (0.29) | |
| ER[a] | = | Expected return on investing in BB Renda |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BB Renda |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BB Renda Total Risk Alpha Peers Comparison
BBRC11 Total Risk Alpha Relative To Other Indicators
BB Renda Corporativa is rated
below average 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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