| REAC Stock | | | 7.44 0.19 2.49% |
Reacap Financial total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Reacap Financial Investments 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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Reacap Financial Investments has current Total Risk Alpha of 0.1612. 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] |
| = | 0.1612 | |
| ER[a] | = | Expected return on investing in Reacap Financial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Reacap Financial |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Reacap Financial Total Risk Alpha Peers Comparison
Reacap Total Risk Alpha Relative To Other Indicators
Reacap Financial Investments is rated
third in total risk alpha category among its peers. It is rated
fourth in maximum drawdown category among its peers reporting about
65.22 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Reacap Financial Investments is roughly
65.22 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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