| GOOD Stock | | | USD 17.09 0.06 0.35% |
Gladstone Commercial total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Gladstone Commercial 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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Gladstone Commercial has current Total Risk Alpha of 0.0766. 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] |
| = | 0.0766 | |
| ER[a] | = | Expected return on investing in Gladstone Commercial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gladstone Commercial |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Gladstone Commercial Total Risk Alpha Peers Comparison
Gladstone Total Risk Alpha Relative To Other Indicators
Gladstone Commercial 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
104.43 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Gladstone Commercial is roughly
104.43 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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