| 50077LAD8 | | | 93.72 3.86 3.96% |
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KRAFT HEINZ FOODS has current Total Risk Alpha of
(0.24). 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] |
| = | (0.24) | |
| ER[a] | = | Expected return on investing in KRAFT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KRAFT |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KRAFT Total Risk Alpha Peers Comparison
KRAFT Total Risk Alpha Relative To Other Indicators
KRAFT HEINZ FOODS cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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