| LIAX Etf | | | 26.86 0.04 0.15% |
Stone Ridge total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Stone Ridge 2063 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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Stone Ridge 2063 has current Total Risk Alpha of
(0.24). 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] |
| = | (0.24) | |
| ER[a] | = | Expected return on investing in Stone Ridge |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Stone Ridge |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Stone Ridge Total Risk Alpha Peers Comparison
Stone Total Risk Alpha Relative To Other Indicators
Stone Ridge 2063 is rated
fifth overall ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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