| CRBEX10 Index | | | 2,005 18.94 0.95% |
CROBEX10 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CROBEX10 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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CROBEX10 has current Total Risk Alpha of 0.03. 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] |
| = | 0.03 | |
| ER[a] | = | Expected return on investing in CROBEX10 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CROBEX10 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CROBEX10 Total Risk Alpha Relative To Other Indicators
CROBEX10 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
92.60 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CROBEX10 is roughly
92.60 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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