| VLEEF Stock | | | USD 9.03 0.51 5.35% |
Valeo SE total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Valeo SE 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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Valeo SE has current Total Risk Alpha of
(0.38). 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] |
| = | (0.38) | |
| ER[a] | = | Expected return on investing in Valeo SE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Valeo SE |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Valeo SE Total Risk Alpha Peers Comparison
Valeo Total Risk Alpha Relative To Other Indicators
Valeo SE is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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