| 5L8 Stock | | | EUR 0.51 0.00 0.00% |
SVENSKA AEROGEL total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for SVENSKA AEROGEL HOLDING 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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SVENSKA AEROGEL HOLDING has current Total Risk Alpha of 717.84. 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] |
| = | 717.84 | |
| ER[a] | = | Expected return on investing in SVENSKA AEROGEL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SVENSKA AEROGEL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
SVENSKA AEROGEL Total Risk Alpha Peers Comparison
SVENSKA Total Risk Alpha Relative To Other Indicators
SVENSKA AEROGEL HOLDING is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
11.84 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for SVENSKA AEROGEL HOLDING is roughly
11.84 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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