| VTDRF Stock | | | USD 25.50 0.00 0.00% |
Vantage Drilling total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Vantage Drilling International 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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Vantage Drilling International has current Total Risk Alpha of 0.0223. 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] |
| = | 0.0223 | |
| ER[a] | = | Expected return on investing in Vantage Drilling |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vantage Drilling |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vantage Drilling Total Risk Alpha Peers Comparison
Vantage Total Risk Alpha Relative To Other Indicators
Vantage Drilling International is rated
first in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
4,611 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vantage Drilling International is roughly
4,611 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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