| 09660V2B8 | | | 83.36 0.00 0.00% |
09660V2B8 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BNP 2588 12 AUG 35 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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BNP 2588 12 AUG 35 has current Total Risk Alpha of 0.0046. 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] |
| = | 0.0046 | |
| ER[a] | = | Expected return on investing in 09660V2B8 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on 09660V2B8 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
09660V2B8 Total Risk Alpha Peers Comparison
09660V2B8 Total Risk Alpha Relative To Other Indicators
BNP 2588 12 AUG 35 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
885.09 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BNP 2588 12 AUG 35 is roughly
885.09 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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