| ASG0 Stock | | | EUR 13.20 0.10 0.75% |
ASSGENERALI ADR total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ASSGENERALI ADR 12EO 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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ASSGENERALI ADR 12EO has current Total Risk Alpha of 0.0293. 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] |
| = | 0.0293 | |
| ER[a] | = | Expected return on investing in ASSGENERALI ADR |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ASSGENERALI ADR |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ASSGENERALI ADR Total Risk Alpha Peers Comparison
ASSGENERALI Total Risk Alpha Relative To Other Indicators
ASSGENERALI ADR 12EO is rated
fourth in total risk alpha category among its peers. It is rated
fifth in maximum drawdown category among its peers reporting about
314.17 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ASSGENERALI ADR 12EO is roughly
314.17 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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