| DO2 Stock | | | EUR 194.50 1.95 0.99% |
Deckers Outdoor total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Deckers Outdoor 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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Deckers Outdoor has current Total Risk Alpha of 0.2129. 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] |
| = | 0.2129 | |
| ER[a] | = | Expected return on investing in Deckers Outdoor |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Deckers Outdoor |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Deckers Outdoor Total Risk Alpha Peers Comparison
Deckers Total Risk Alpha Relative To Other Indicators
Deckers Outdoor is one of the top stocks in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
72.78 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Deckers Outdoor is roughly
72.78 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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