| HEUSX Commodity | | | 84.18 0.20 0.24% |
Lean Hogs total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Lean Hogs Futures 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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Lean Hogs Futures has current Total Risk Alpha of
(0.04). 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] |
| = | (0.04) | |
| ER[a] | = | Expected return on investing in Lean Hogs |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lean Hogs |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lean Hogs Total Risk Alpha Peers Comparison
Lean Total Risk Alpha Relative To Other Indicators
Lean Hogs Futures cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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