| ESNB Etf | | | EUR 0.86 0.02 2.38% |
Expat Serbia total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Expat Serbia Belex15 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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Expat Serbia Belex15 has current Total Risk Alpha of 0.0723. 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] |
| = | 0.0723 | |
| ER[a] | = | Expected return on investing in Expat Serbia |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Expat Serbia |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Expat Serbia Total Risk Alpha Peers Comparison
Expat Total Risk Alpha Relative To Other Indicators
Expat Serbia Belex15 is rated
below average in total risk alpha as compared to similar ETFs. It is rated
# 2 ETF in maximum drawdown as compared to similar ETFs reporting about
537.12 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Expat Serbia Belex15 is roughly
537.12 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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