| KAKEL Stock | | | SEK 10.20 0.10 0.99% |
Kakel Max total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Kakel Max AB 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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Kakel Max AB has current Total Risk Alpha of
(0.47). 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] |
| = | (0.47) | |
| ER[a] | = | Expected return on investing in Kakel Max |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Kakel Max |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Kakel Max Total Risk Alpha Peers Comparison
Kakel Total Risk Alpha Relative To Other Indicators
Kakel Max AB is rated
third overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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