| SV2 Stock | | | EUR 93.00 1.50 1.64% |
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Selective Insurance Group has current Total Risk Alpha of
(0.03). 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] |
| = | (0.03) | |
| ER[a] | = | Expected return on investing in Selective Insurance |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Selective Insurance |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Selective Insurance Total Risk Alpha Peers Comparison
Selective Total Risk Alpha Relative To Other Indicators
Selective Insurance Group is rated
third in total risk alpha category among its peers. It is currently under evaluation in treynor ratio 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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