| JYIHRV Stock | | | DKK 103.03 0.12 0.12% |
Jyske Invest total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Jyske Invest Hjt 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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Jyske Invest Hjt has current Total Risk Alpha of 0.0018. 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] |
| = | 0.0018 | |
| ER[a] | = | Expected return on investing in Jyske Invest |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Jyske Invest |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jyske Invest Total Risk Alpha Peers Comparison
Jyske Total Risk Alpha Relative To Other Indicators
Jyske Invest Hjt is rated
second overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
663.61 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Jyske Invest Hjt is roughly
663.61 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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