Investis Holding total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Investis Holding SA 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 Equity Screeners to view more equity screening tools
Investis
Investis Holding SA has current Total Risk Alpha of 0.0363. 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]
=
0.0363
ER[a]
=
Expected return on investing in Investis Holding
ER[b]
=
Expected return on market index or selected benchmark
Investis Holding Total Risk Alpha Peers Comparison
Investis Total Risk Alpha Relative To Other Indicators
Investis Holding SA is rated below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 75.42 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Investis Holding SA is roughly 75.42
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