| PSEI Index | | | 6,147 7.93 0.13% |
THE PHILIPPINE total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for THE PHILIPPINE STOCK 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 PHILIPPINE STOCK has current Total Risk Alpha of 0.0146. 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] |
| = | 0.0146 | |
| ER[a] | = | Expected return on investing in THE PHILIPPINE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on THE PHILIPPINE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
THE PHILIPPINE Total Risk Alpha Peers Comparison
THE Total Risk Alpha Relative To Other Indicators
THE PHILIPPINE STOCK cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
412.25 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for THE PHILIPPINE STOCK is roughly
412.25 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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