| CRV Stock | | | 0.28 0.00 0.00% |
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Craven House Capital has current Total Risk Alpha of 0.481. 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] |
| = | 0.481 | |
| ER[a] | = | Expected return on investing in Craven House |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Craven House |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Craven House Total Risk Alpha Peers Comparison
Craven Total Risk Alpha Relative To Other Indicators
Craven House Capital is rated
third in total risk alpha category among its peers. It is currently under evaluation in skewness category among its peers making up about
12.32 of Skewness per Total Risk Alpha. The ratio of Skewness to Total Risk Alpha for Craven House Capital is roughly
12.32 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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