| 1W3 Stock | | | EUR 164.00 1.00 0.61% |
WSP Global total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for WSP Global 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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WSP Global has current Total Risk Alpha of 0.0727. 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] |
| = | 0.0727 | |
| ER[a] | = | Expected return on investing in WSP Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on WSP Global |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
WSP Global Total Risk Alpha Peers Comparison
WSP Total Risk Alpha Relative To Other Indicators
WSP Global is rated
below average in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
89.11 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for WSP Global is roughly
89.11 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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