| VIX Index | | | 15.24 1.63 9.66% |
CBOE Volatility total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CBOE Volatility Index 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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CBOE Volatility Index has current Total Risk Alpha of
(1.02). 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] |
| = | (1.02) | |
| ER[a] | = | Expected return on investing in CBOE Volatility |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CBOE Volatility |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CBOE Volatility Total Risk Alpha Peers Comparison
CBOE Total Risk Alpha Relative To Other Indicators
CBOE Volatility Index 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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