| GFI Stock | | | ARS 15,900 100.00 0.63% |
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Gold Fields Ltd has current Total Risk Alpha of
(0.37). 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] |
| = | (0.37) | |
| ER[a] | = | Expected return on investing in Gold Fields |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gold Fields |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Gold Fields Total Risk Alpha Peers Comparison
Gold Total Risk Alpha Relative To Other Indicators
Gold Fields Ltd is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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