| FFH-PD Preferred Stock | | | CAD 25.01 0.13 0.52% |
Fairfax Financial total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Fairfax Financial Holdings 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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Fairfax Financial Holdings has current Total Risk Alpha of 0.0686. 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] |
| = | 0.0686 | |
| ER[a] | = | Expected return on investing in Fairfax Financial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Fairfax Financial |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Fairfax Financial Total Risk Alpha Peers Comparison
Fairfax Total Risk Alpha Relative To Other Indicators
Fairfax Financial Holdings is one of the top stocks in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
80.75 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Fairfax Financial Holdings is roughly
80.75 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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