Veru Total Risk Alpha
| VERU Stock | | | USD 2.28 0.06 2.70% |
Total Risk Alpha measures the excess return of an asset after comparing its performance to a benchmark portfolio matched to the same total risk level. Unlike Jensen Alpha, which adjusts for systematic risk (beta) only, Total Risk Alpha accounts for total volatility. Below is Veru's current Total Risk Alpha with peer comparisons and related risk metrics.
Current Total Risk Alpha Value
Veru carries a Total Risk Alpha of
-0.02, consistent with slightly negative alpha — return marginally below the CAPM-predicted level. Veru has slightly underperformed relative to what its market beta would imply.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in Veru |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Veru |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
The peer group averages -0.43 for Total Risk Alpha, with Veru at -0.0182 falling above that level. Readings span -2.2055 (Reviva Pharmaceuticals Holdings) to 0.1065 (Annovis Bio). Veru has generated more excess return relative to its market exposure than the peer group average.
Total Risk Alpha Relative To Other Indicators
The chart below plots Total Risk Alpha against Maximum Drawdown for Veru and its peers. Each point represents one equity — position along the horizontal axis shows Total Risk Alpha while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare Veru to PeersMethodology, Assumptions & Data Sources
Veru's Total Risk Alpha currently stands at -0.02. Total Risk Alpha for Veru is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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