| DISB34 Stock | | | BRL 45.92 0.12 0.26% |
Walt Disney total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for The Walt Disney 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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The Walt Disney has current Total Risk Alpha of 0.3485. 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] |
| = | 0.3485 | |
| ER[a] | = | Expected return on investing in Walt Disney |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Walt Disney |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Walt Disney Total Risk Alpha Peers Comparison
Walt Total Risk Alpha Relative To Other Indicators
The Walt Disney is rated
# 2 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
23.67 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for The Walt Disney is roughly
23.67 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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