| BIV30 Stock | | | 111.05 0.55 0.49% |
BankInvest Optima total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BankInvest Optima 30 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 Optima 30 has current Total Risk Alpha of 0.0279. 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] |
| = | 0.0279 | |
| ER[a] | = | Expected return on investing in BankInvest Optima |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BankInvest Optima |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BankInvest Optima Total Risk Alpha Peers Comparison
BankInvest Total Risk Alpha Relative To Other Indicators
BankInvest Optima 30 is rated
fourth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
87.47 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BankInvest Optima 30 is roughly
87.47 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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