JFB Construction Total Risk Alpha
| JFB Stock | | | 15.47 1.37 9.72% |
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JFB Construction Holdings has current Total Risk Alpha of 0.6663. 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] |
| = | 0.6663 | |
| ER[a] | = | Expected return on investing in JFB Construction |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JFB Construction |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JFB Construction Total Risk Alpha Peers Comparison
JFB Total Risk Alpha Relative To Other Indicators
JFB Construction Holdings 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
151.72 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for JFB Construction Holdings is roughly
151.72 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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