VN Index total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for VN 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 Equity Screeners to view more equity screening tools
VN Index has current Total Risk Alpha of 0.1244. 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]
=
0.1244
ER[a]
=
Expected return on investing in VN Index
ER[b]
=
Expected return on market index or selected benchmark
VN Index cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about 27.44 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for VN Index is roughly 27.44
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