| PHOE Stock | | | ILS 6,861 145.00 2.16% |
Phoenix Holdings total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for The Phoenix Holdings 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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The Phoenix Holdings has current Total Risk Alpha of 0.7849. 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] |
| = | 0.7849 | |
| ER[a] | = | Expected return on investing in Phoenix Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Phoenix Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Phoenix Holdings Total Risk Alpha Peers Comparison
Phoenix Total Risk Alpha Relative To Other Indicators
The Phoenix Holdings is considered to be number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
14.55 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for The Phoenix Holdings is roughly
14.55 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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