| EG7 Stock | | | EUR 14.10 0.05 0.36% |
FBD Holdings total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for FBD Holdings PLC 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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FBD Holdings PLC has current Total Risk Alpha of 0.1031. 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] |
| = | 0.1031 | |
| ER[a] | = | Expected return on investing in FBD Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FBD Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
FBD Holdings Total Risk Alpha Peers Comparison
FBD Total Risk Alpha Relative To Other Indicators
FBD Holdings PLC is one of the top stocks in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
85.26 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for FBD Holdings PLC is roughly
85.26 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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