| DEVL Stock | | | EUR 30.30 0.14 0.46% |
DBS Group total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for DBS Group Holdings 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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DBS Group Holdings has current Total Risk Alpha of 0.1615. 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] |
| = | 0.1615 | |
| ER[a] | = | Expected return on investing in DBS Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DBS Group |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
DBS Group Total Risk Alpha Peers Comparison
DBS Total Risk Alpha Relative To Other Indicators
DBS Group Holdings is rated
# 5 in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
67.75 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for DBS Group Holdings is roughly
67.75 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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