Beiersdorf Total Risk Alpha
| BDRFY Stock | | | USD 25.16 0.07 0.28% |
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Beiersdorf AG ADR has current Total Risk Alpha of 0.1209. 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] |
| = | 0.1209 | |
| ER[a] | = | Expected return on investing in Beiersdorf |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Beiersdorf |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Beiersdorf Total Risk Alpha Peers Comparison
Beiersdorf Total Risk Alpha Relative To Other Indicators
Beiersdorf AG ADR is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
64.20 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Beiersdorf AG ADR is roughly
64.20 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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