| LEDIBOND | | | DKK 0.29 0.07 19.44% |
LED IBond total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for LED iBond International 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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LED iBond International has current Total Risk Alpha of 1.37. 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] |
| = | 1.37 | |
| ER[a] | = | Expected return on investing in LED IBond |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on LED IBond |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
LED IBond Total Risk Alpha Peers Comparison
LED Total Risk Alpha Relative To Other Indicators
LED iBond International is rated
second overall in total risk alpha category among its peers. It is currently regarded as number one stock in maximum drawdown category among its peers reporting about
113.52 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for LED iBond International is roughly
113.52 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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