Camurus AB Total Risk Alpha

CAMX Stock  SEK 665.00  2.00  0.30%   
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Camurus AB has current Total Risk Alpha of 0.3339. 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]

 = 
0.3339
ER[a] = Expected return on investing in Camurus AB
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Camurus AB
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Camurus AB Total Risk Alpha Peers Comparison

Camurus Total Risk Alpha Relative To Other Indicators

Camurus AB is rated second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  31.11  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Camurus AB is roughly  31.11 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Camurus AB to Peers

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