Gelteq Limited Total Risk Alpha
| GELS Stock | | | 0.47 0.02 4.44% |
Total Risk Alpha measures the excess return of an asset after comparing its performance to a benchmark portfolio matched to the same total risk level. Unlike Jensen Alpha, which adjusts for systematic risk (beta) only, Total Risk Alpha accounts for total volatility. Below is Gelteq Limited's current Total Risk Alpha with peer comparisons and related risk metrics.
Current Total Risk Alpha Value
Gelteq Limited has a Total Risk Alpha of
-0.75, indicating slightly negative alpha — return marginally below the CAPM-predicted level. Gelteq Limited has slightly underperformed relative to what its market beta would imply.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.75 | |
| ER[a] | = | Expected return on investing in Gelteq Limited |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gelteq Limited |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Gelteq Limited falls below the 0.18 peer average for Total Risk Alpha. Bullfrog AI Holdings leads at 1.23 while BioNexus Gene Lab registers the lowest at -0.3596. Gelteq Limited has generated less excess return relative to its market exposure than the peer group average.
Total Risk Alpha Relative To Other Indicators
The chart below plots Total Risk Alpha against Maximum Drawdown for Gelteq Limited and its peers. Each point represents one equity — position along the horizontal axis shows Total Risk Alpha while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Gelteq Limited to PeersMethodology, Assumptions & Data Sources
Gelteq Limited has a current Total Risk Alpha reading of -0.75. The Total Risk Alpha for Gelteq Limited applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. Gelteq Limited operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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