LD HOUSES Total Risk Alpha
| LHOG Stock | | | EUR 0.13 0.02 18.18% |
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LD HOUSES PCL has current Total Risk Alpha of 0.0497. 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] |
| = | 0.0497 | |
| ER[a] | = | Expected return on investing in LD HOUSES |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on LD HOUSES |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
LD HOUSES Total Risk Alpha Peers Comparison
LHOG Total Risk Alpha Relative To Other Indicators
LD HOUSES PCL 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
1,026 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for LD HOUSES PCL is roughly
1,026 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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