Wielton SA Total Risk Alpha
| WLT Stock | | | 6.06 0.01 0.16% |
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Wielton SA has current Total Risk Alpha of
(0.35). 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] |
| = | (0.35) | |
| ER[a] | = | Expected return on investing in Wielton SA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Wielton SA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Wielton SA Total Risk Alpha Peers Comparison
Wielton Total Risk Alpha Relative To Other Indicators
Wielton SA is rated
below average in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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