IP Group Total Risk Alpha
| IPZYF Stock | | | USD 0.79 0.00 0.00% |
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IP Group Plc has current Total Risk Alpha of 0.0626. 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] |
| = | 0.0626 | |
| ER[a] | = | Expected return on investing in IP Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IP Group |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IP Group Total Risk Alpha Peers Comparison
IPZYF Total Risk Alpha Relative To Other Indicators
IP Group Plc is rated
fourth overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
227.38 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for IP Group Plc is roughly
227.38 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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