Protector Forsikring Total Risk Alpha
| PSKRF Stock | | | USD 52.75 2.15 4.25% |
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Protector Forsikring ASA has current Total Risk Alpha of 1.1. 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] |
| = | 1.1 | |
| ER[a] | = | Expected return on investing in Protector Forsikring |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Protector Forsikring |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Protector Forsikring Total Risk Alpha Peers Comparison
Protector Total Risk Alpha Relative To Other Indicators
Protector Forsikring ASA is considered to be number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
284.73 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Protector Forsikring ASA is roughly
284.73 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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