| STSB Etf | | | USD 25.41 0.03 0.12% |
Stance Sustainable total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Stance Sustainable Beta 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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Stance Sustainable Beta has current Total Risk Alpha of 0.0312. 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] |
| = | 0.0312 | |
| ER[a] | = | Expected return on investing in Stance Sustainable |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Stance Sustainable |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Stance Sustainable Total Risk Alpha Peers Comparison
Stance Total Risk Alpha Relative To Other Indicators
Stance Sustainable Beta is rated
second largest ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
72.06 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Stance Sustainable Beta is roughly
72.06 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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