Tempest Security Total Risk Alpha
| TSEC Stock | | | SEK 12.25 0.85 7.46% |
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Tempest Security AB has current Total Risk Alpha of
(0.30). 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] |
| = | (0.30) | |
| ER[a] | = | Expected return on investing in Tempest Security |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tempest Security |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Tempest Security Total Risk Alpha Peers Comparison
Tempest Total Risk Alpha Relative To Other Indicators
Tempest Security AB 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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