| 11041RAL2 | | | 105.82 0.63 0.59% |
11041RAL2 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BALN 75 01 JUL 27 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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BALN 75 01 JUL 27 has current Total Risk Alpha of
(0.02). 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] |
| = | (0.02) | |
| ER[a] | = | Expected return on investing in 11041RAL2 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on 11041RAL2 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
11041RAL2 Total Risk Alpha Peers Comparison
11041RAL2 Total Risk Alpha Relative To Other Indicators
BALN 75 01 JUL 27 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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