| TEFN Stock | | | MXN 88.60 0.05 0.06% |
Telefnica technical analysis lookup allows you to check this and other technical indicators for Telefnica SA 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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Telefnica SA has current Total Risk Alpha of 0.1126. 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] |
| = | 0.1126 | |
| ER[a] | = | Expected return on investing in Telefnica |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Telefnica |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Telefnica Total Risk Alpha Peers Comparison
Telefnica Total Risk Alpha Relative To Other Indicators
Telefnica SA is rated
second in total risk alpha category among its peers. It is currently regarded as top stock in kurtosis category among its peers making up about
331.69 of Kurtosis per Total Risk Alpha. The ratio of Kurtosis to Total Risk Alpha for Telefnica SA is roughly
331.69 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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