| M07 Stock | | | EUR 161.00 2.00 1.26% |
MSA Safety total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for MSA Safety Incorporated 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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MSA Safety Incorporated has current Total Risk Alpha of
(0.11). 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] |
| = | (0.11) | |
| ER[a] | = | Expected return on investing in MSA Safety |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MSA Safety |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MSA Safety Total Risk Alpha Peers Comparison
MSA Total Risk Alpha Relative To Other Indicators
MSA Safety Incorporated is rated
below average in total risk alpha category among its peers. It is regarded
fifth 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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