| TFBANK Stock | | | SEK 314.00 3.00 0.95% |
TF Bank total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for TF Bank AB or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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TF Bank AB has current Total Risk Alpha of 0.0349. 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] |
| = | 0.0349 | |
| ER[a] | = | Expected return on investing in TF Bank |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TF Bank |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TF Bank Total Risk Alpha Peers Comparison
TFBANK Total Risk Alpha Relative To Other Indicators
TF Bank AB is currently regarded as top stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
342.21 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for TF Bank AB is roughly
342.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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