| BANB Stock | | | CHF 79.05 1.10 1.37% |
Bachem Holding total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Bachem Holding AG 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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Bachem Holding AG has current Total Risk Alpha of 0.3446. 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] |
| = | 0.3446 | |
| ER[a] | = | Expected return on investing in Bachem Holding |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bachem Holding |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bachem Holding Total Risk Alpha Peers Comparison
Bachem Total Risk Alpha Relative To Other Indicators
Bachem Holding AG is number one stock in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
56.24 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Bachem Holding AG is roughly
56.24 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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