Modiin Energy Total Risk Alpha
| MDIN Stock | | | 70.00 0.10 0.14% |
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Modiin Energy Limited Partnership has current Total Risk Alpha of
(1.04). 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] |
| = | (1.04) | |
| ER[a] | = | Expected return on investing in Modiin Energy |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Modiin Energy |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Modiin Energy Total Risk Alpha Peers Comparison
Modiin Total Risk Alpha Relative To Other Indicators
Modiin Energy Limited Partnership is regarded
fifth 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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