FGFPP Preferred Stock | | | USD 17.41 0.41 2.41% |
Fundamental Global total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Fundamental Global 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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Fundamental Global has current Total Risk Alpha of 0.0251. 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] |
| = | 0.0251 | |
ER[a] | = | Expected return on investing in Fundamental Global |
ER[b] | = | Expected return on market index or selected benchmark |
STD[a] | = | Standard Deviation of returns on Fundamental Global |
STD[b] | = | Standard Deviation of selected market or benchmark |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Fundamental Global Total Risk Alpha Peers Comparison
Fundamental Total Risk Alpha Relative To Other Indicators
Fundamental Global is rated
# 2 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
683.18 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Fundamental Global is roughly
683.18 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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