| DR Stock | | | CAD 16.18 0.31 1.95% |
Medical Facilities total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Medical Facilities 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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Medical Facilities has current Total Risk Alpha of 0.0014. 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] |
| = | 0.0014 | |
| ER[a] | = | Expected return on investing in Medical Facilities |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Medical Facilities |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Medical Facilities Total Risk Alpha Peers Comparison
Medical Total Risk Alpha Relative To Other Indicators
Medical Facilities is rated
# 5 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
7,354 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Medical Facilities is roughly
7,354 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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