| ITB Stock | | | EUR 30.75 0.44 1.41% |
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Imperial Brands PLC has current Total Risk Alpha of 0.0944. 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] |
| = | 0.0944 | |
| ER[a] | = | Expected return on investing in Imperial Brands |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Imperial Brands |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Imperial Brands Total Risk Alpha Peers Comparison
Imperial Total Risk Alpha Relative To Other Indicators
Imperial Brands PLC is currently regarded as number one stock in total risk alpha category among its peers. It is currently under evaluation in treynor ratio category among its peers fabricating about
7.10 of Treynor Ratio per Total Risk Alpha. The ratio of Treynor Ratio to Total Risk Alpha for Imperial Brands PLC is roughly
7.10 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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