| BAIVOIGAKA | | | DKK 147.40 0.00 0.00% |
BankInvest Virksomhedsoblig total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BankInvest Virksomhedsobligationer 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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BankInvest Virksomhedsobligationer has current Total Risk Alpha of 0.008. 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] |
| = | 0.008 | |
| ER[a] | = | Expected return on investing in BankInvest Virksomhedsoblig |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BankInvest Virksomhedsoblig |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BankInvest Virksomhedsoblig Total Risk Alpha Peers Comparison
BankInvest Total Risk Alpha Relative To Other Indicators
BankInvest Virksomhedsobligationer is
second largest fund in total risk alpha among similar funds. It is
fourth largest fund in maximum drawdown among similar funds reporting about
137.10 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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