Eiffage SA Total Risk Alpha vs. Kurtosis
| EFGSF Stock | | | USD 140.14 0.00 0.00% |
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Eiffage SA has current Total Risk Alpha of 0.0715. 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] |
| = | 0.0715 | |
| ER[a] | = | Expected return on investing in Eiffage SA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Eiffage SA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Eiffage SA Total Risk Alpha Peers Comparison
Eiffage Total Risk Alpha Relative To Other Indicators
Eiffage SA is rated
below average in total risk alpha category among its peers. It is currently under evaluation in kurtosis category among its peers making up about
917.27 of Kurtosis per Total Risk Alpha. The ratio of Kurtosis to Total Risk Alpha for Eiffage SA is roughly
917.27 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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