Abbott Laboratories Total Risk Alpha vs. Expected Short fall

ABL Stock   109.66  1.56  1.44%   
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Abbott Laboratories has current Total Risk Alpha of 0.0765. 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]

 = 
0.0765
ER[a] = Expected return on investing in Abbott Laboratories
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Abbott Laboratories
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Abbott Laboratories Total Risk Alpha Peers Comparison

Abbott Total Risk Alpha Relative To Other Indicators

The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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