Bang Olufsen Total Risk Alpha

BO Stock  DKK 14.18  0.36  2.48%   
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Bang Olufsen has current Total Risk Alpha of 0.7706. 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]

 = 
0.7706
ER[a] = Expected return on investing in Bang Olufsen
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Bang Olufsen
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Bang Olufsen Total Risk Alpha Peers Comparison

Bang Total Risk Alpha Relative To Other Indicators

Bang Olufsen 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  18.18  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Bang Olufsen is roughly  18.18 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Bang Olufsen to Peers

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