| DTCY3 Stock | | | BRL 4.15 0.30 7.79% |
DTCOM Direct total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for DTCOM Direct 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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DTCOM Direct has current Total Risk Alpha of 0.0221. 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] |
| = | 0.0221 | |
| ER[a] | = | Expected return on investing in DTCOM Direct |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DTCOM Direct |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
DTCOM Direct Total Risk Alpha Peers Comparison
DTCOM Total Risk Alpha Relative To Other Indicators
DTCOM Direct is rated
# 4 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
854.99 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for DTCOM Direct is roughly
854.99 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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