PB Financial Total Risk Alpha
| PBNC Stock | | | USD 60.00 2.89 5.06% |
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PB Financial has current Total Risk Alpha of 0.1016. 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] |
| = | 0.1016 | |
| ER[a] | = | Expected return on investing in PB Financial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PB Financial |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
PB Financial Total Risk Alpha Peers Comparison
PBNC Total Risk Alpha Relative To Other Indicators
PB Financial is regarded
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
49.81 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for PB Financial is roughly
49.81 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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