Terna Rete Total Risk Alpha
| TEZNY Stock | | | USD 31.70 0.03 0.09% |
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Terna Rete Elettrica has current Total Risk Alpha of 0.0024. 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] |
| = | 0.0024 | |
| ER[a] | = | Expected return on investing in Terna Rete |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Terna Rete |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Terna Rete Total Risk Alpha Peers Comparison
Terna Total Risk Alpha Relative To Other Indicators
Terna Rete Elettrica is rated
fifth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
1,524 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Terna Rete Elettrica is roughly
1,524 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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