| COLR Stock | | | EUR 37.24 0.06 0.16% |
Etablissementen Franz total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Etablissementen Franz Colruyt 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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Etablissementen Franz Colruyt has current Total Risk Alpha of
(0.23). 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] |
| = | (0.23) | |
| ER[a] | = | Expected return on investing in Etablissementen Franz |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Etablissementen Franz |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Etablissementen Franz Total Risk Alpha Peers Comparison
Etablissementen Total Risk Alpha Relative To Other Indicators
Etablissementen Franz Colruyt is rated
fifth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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