Tel Aviv Total Risk Alpha vs. Treynor Ratio
| TASE Stock | | | ILA 11,970 370.00 3.00% |
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Tel Aviv Stock has current Total Risk Alpha of 0.5823. 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] |
| = | 0.5823 | |
| ER[a] | = | Expected return on investing in Tel Aviv |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tel Aviv |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Tel Aviv Total Risk Alpha Peers Comparison
Tel Total Risk Alpha Relative To Other Indicators
Tel Aviv Stock 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
2.70 of Treynor Ratio per Total Risk Alpha. The ratio of Treynor Ratio to Total Risk Alpha for Tel Aviv Stock is roughly
2.70 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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