| FZG1 Stock | | | EUR 116.00 1.00 0.87% |
BLUELINX HLDGS total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BLUELINX HLDGS DL 01 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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BLUELINX HLDGS DL 01 has current Total Risk Alpha of 0.0856. 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] |
| = | 0.0856 | |
| ER[a] | = | Expected return on investing in BLUELINX HLDGS |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BLUELINX HLDGS |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BLUELINX HLDGS Total Risk Alpha Peers Comparison
BLUELINX Total Risk Alpha Relative To Other Indicators
BLUELINX HLDGS DL 01 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
239.91 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BLUELINX HLDGS DL 01 is roughly
239.91 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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