| ITB Stock | | | EUR 30.24 0.29 0.97% |
IMPERIAL TOBACCO total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for IMPERIAL TOBACCO 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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IMPERIAL TOBACCO has current Total Risk Alpha of 0.1076. 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] |
| = | 0.1076 | |
| ER[a] | = | Expected return on investing in IMPERIAL TOBACCO |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IMPERIAL TOBACCO |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IMPERIAL TOBACCO Total Risk Alpha Peers Comparison
IMPERIAL Total Risk Alpha Relative To Other Indicators
IMPERIAL TOBACCO is currently regarded as number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
54.36 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for IMPERIAL TOBACCO is roughly
54.36 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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