| DQ7A Stock | | | 16.50 0.00 0.00% |
Donegal Investment total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Donegal Investment Group 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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Donegal Investment Group has current Total Risk Alpha of
(0.04). 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] |
| = | (0.04) | |
| ER[a] | = | Expected return on investing in Donegal Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Donegal Investment |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Donegal Investment Total Risk Alpha Peers Comparison
Donegal Total Risk Alpha Relative To Other Indicators
Donegal Investment Group is rated
# 4 in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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