Scout24 AG Total Risk Alpha
| SCOTF Stock | | | USD 115.36 2.36 2.00% |
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Scout24 AG has current Total Risk Alpha of
(0.23). 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] |
| = | (0.23) | |
| ER[a] | = | Expected return on investing in Scout24 AG |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Scout24 AG |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Scout24 AG Total Risk Alpha Peers Comparison
Scout24 Total Risk Alpha Relative To Other Indicators
Scout24 AG is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown 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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