| CFR Stock | | | USD 142.32 2.79 2.00% |
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CullenFrost Bankers has current Total Risk Alpha of 0.073. 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] |
| = | 0.073 | |
| ER[a] | = | Expected return on investing in CullenFrost Bankers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CullenFrost Bankers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CullenFrost Bankers Total Risk Alpha Peers Comparison
CullenFrost Total Risk Alpha Relative To Other Indicators
CullenFrost Bankers is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
226.15 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CullenFrost Bankers is roughly
226.15 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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