FINEOSHoldings Plc Total Risk Alpha
| FNCHF Stock | | | USD 2.16 0.00 0.00% |
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FINEOS Holdings has current Total Risk Alpha of 0.1477. 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] |
| = | 0.1477 | |
| ER[a] | = | Expected return on investing in FINEOSHoldings Plc |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FINEOSHoldings Plc |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
FINEOSHoldings Plc Total Risk Alpha Peers Comparison
FINEOSHoldings Total Risk Alpha Relative To Other Indicators
FINEOS Holdings is rated
# 3 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
113.45 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for FINEOS Holdings is roughly
113.45 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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