KGHM Polska Total Risk Alpha

KGHPFDelisted Stock  USD 38.89  0.00  0.00%   
KGHM Polska total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for KGHM Polska Miedz 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 Equity Screeners to view more equity screening tools
  
KGHM Polska Miedz has current Total Risk Alpha of 0.3961. 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]

 = 
0.3961
ER[a] = Expected return on investing in KGHM Polska
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on KGHM Polska
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

KGHM Polska Total Risk Alpha Peers Comparison

0.00540.3961-0.3096-0.42820.323100%

KGHM Total Risk Alpha Relative To Other Indicators

KGHM Polska Miedz 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  73.91  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for KGHM Polska Miedz is roughly  73.91 
JavaScript chart by amCharts 3.21.15CPCPFDRCMFLUNMFAGLAFHBMFQVLFKGHPF 020406080100 00.51.01.5
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.

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