| MGR Stock | | | USD 23.63 0.04 0.17% |
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Affiliated Managers Group has current Total Risk Alpha of
(0.03). 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] |
| = | (0.03) | |
| ER[a] | = | Expected return on investing in Affiliated Managers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Affiliated Managers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Affiliated Managers Total Risk Alpha Peers Comparison
Affiliated Total Risk Alpha Relative To Other Indicators
Affiliated Managers Group is considered to be number one stock in total risk alpha category among its peers. It is currently under evaluation in kurtosis 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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