SXI Real Total Risk Alpha vs. Treynor Ratio
| REAL Stock | | | 4,906 41.33 0.85% |
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SXI Real Estate has current Total Risk Alpha of 0.1383. 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] |
| = | 0.1383 | |
| ER[a] | = | Expected return on investing in SXI Real |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SXI Real |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
SXI Real Total Risk Alpha Peers Comparison
SXI Total Risk Alpha Relative To Other Indicators
SXI Real Estate is currently regarded as top stock in total risk alpha category among its peers. It is currently under evaluation in treynor ratio category among its peers fabricating about
24.58 of Treynor Ratio per Total Risk Alpha. The ratio of Treynor Ratio to Total Risk Alpha for SXI Real Estate is roughly
24.58 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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