| VIH1 Stock | | | EUR 10.10 0.18 1.75% |
VIB Vermgen total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for VIB Vermgen AG 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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VIB Vermgen AG has current Total Risk Alpha of 0.099. 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] |
| = | 0.099 | |
| ER[a] | = | Expected return on investing in VIB Vermgen |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VIB Vermgen |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VIB Vermgen Total Risk Alpha Peers Comparison
VIB Total Risk Alpha Relative To Other Indicators
VIB Vermgen AG is rated
first in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
192.72 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for VIB Vermgen AG is roughly
192.72 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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