| CFZ Stock | | | EUR 129.00 1.00 0.77% |
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CullenFrost Bankers has current Total Risk Alpha of 0.3614. 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] |
| = | 0.3614 | |
| ER[a] | = | Expected return on investing in Cullen/Frost Bankers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Cullen/Frost Bankers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Cullen/Frost Bankers Total Risk Alpha Peers Comparison
Cullen/Frost Total Risk Alpha Relative To Other Indicators
CullenFrost Bankers is number one stock in total risk alpha category among its peers. It is currently under evaluation in semi variance category among its peers fabricating about
4.59 of Semi Variance per Total Risk Alpha. The ratio of Semi Variance to Total Risk Alpha for CullenFrost Bankers is roughly
4.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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