| XELKT Index | | | 465.96 6.38 1.39% |
BIST Electricity total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BIST Electricity 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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BIST Electricity has current Total Risk Alpha of 0.0015. 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] |
| = | 0.0015 | |
| ER[a] | = | Expected return on investing in BIST Electricity |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BIST Electricity |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BIST Electricity Total Risk Alpha Peers Comparison
BIST Total Risk Alpha Relative To Other Indicators
BIST Electricity cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
7,463 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for BIST Electricity is roughly
7,463 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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