| EK7A Stock | | | EUR 13.60 0.40 2.86% |
AGRICULTBK HADR/25 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for AGRICULTBK HADR25 YC 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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AGRICULTBK HADR25 YC has current Total Risk Alpha of 0.3077. 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] |
| = | 0.3077 | |
| ER[a] | = | Expected return on investing in AGRICULTBK HADR/25 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AGRICULTBK HADR/25 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
AGRICULTBK HADR/25 Total Risk Alpha Peers Comparison
AGRICULTBK Total Risk Alpha Relative To Other Indicators
AGRICULTBK HADR25 YC 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
32.97 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for AGRICULTBK HADR25 YC is roughly
32.97 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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