HT5 N Total Risk Alpha vs. Kurtosis
| HT5 Stock | | | 2.12 0.03 1.44% |
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HT5 N LTD has current Total Risk Alpha of 0.1678. 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] |
| = | 0.1678 | |
| ER[a] | = | Expected return on investing in HT5 N |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on HT5 N |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
HT5 N Total Risk Alpha Peers Comparison
HT5 Total Risk Alpha Relative To Other Indicators
HT5 N LTD is one of the top stocks in total risk alpha category among its peers. It is currently under evaluation in kurtosis category among its peers making up about
62.11 of Kurtosis per Total Risk Alpha. The ratio of Kurtosis to Total Risk Alpha for HT5 N LTD is roughly
62.11 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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