| BFX Index | | | 4,228 69.39 1.67% |
BEL-20 INDEX total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BEL-20 INDEX 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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BEL-20 INDEX has current Total Risk Alpha of
(0.08). 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] |
| = | (0.08) | |
| ER[a] | = | Expected return on investing in BEL-20 INDEX |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BEL-20 INDEX |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BEL-20 INDEX Total Risk Alpha Peers Comparison
BEL-20 Total Risk Alpha Relative To Other Indicators
BEL-20 INDEX cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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