| DIRR3 Stock | | | BRL 31.80 0.36 1.12% |
Direcional Engenharia total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Direcional Engenharia SA 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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Direcional Engenharia SA has current Total Risk Alpha of 0.4568. 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] |
| = | 0.4568 | |
| ER[a] | = | Expected return on investing in Direcional Engenharia |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Direcional Engenharia |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Direcional Engenharia Total Risk Alpha Peers Comparison
Direcional Total Risk Alpha Relative To Other Indicators
Direcional Engenharia SA is rated
# 2 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
23.82 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Direcional Engenharia SA is roughly
23.82 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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