| P5P Stock | | | EUR 40.11 0.19 0.48% |
Pembina Pipeline total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Pembina Pipeline Corp 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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Pembina Pipeline Corp has current Total Risk Alpha of 0.0979. 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] |
| = | 0.0979 | |
| ER[a] | = | Expected return on investing in Pembina Pipeline |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Pembina Pipeline |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Pembina Pipeline Total Risk Alpha Peers Comparison
Pembina Total Risk Alpha Relative To Other Indicators
Pembina Pipeline Corp is rated
below average in total risk alpha category among its peers. It is regarded
fifth in maximum drawdown category among its peers reporting about
61.48 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Pembina Pipeline Corp is roughly
61.48 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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