| GFI Stock | | | ARS 15,700 200.00 1.26% |
Gold Fields total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Gold Fields Ltd 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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Gold Fields Ltd has current Total Risk Alpha of
(0.45). 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] |
| = | (0.45) | |
| ER[a] | = | Expected return on investing in Gold Fields |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gold Fields |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Gold Fields Total Risk Alpha Peers Comparison
Gold Total Risk Alpha Relative To Other Indicators
Gold Fields Ltd is rated
# 3 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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