|P1400MAC2|| || 95.90 1.90 2.02% |
BANORT total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BANORT 8 38 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 Equity Screeners
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BANORT 8 38 has current Total Risk Alpha of (0.04012)
. 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])
STD[a] / STD[b]
| = |
|ER[a]|| = ||Expected return on investing in BANORT|
|ER[b]|| = ||Expected return on market index or selected benchmark|
|STD[a]|| = || Standard Deviation of returns on BANORT|
|STD[b]|| = ||Standard Deviation of selected market or benchmark|
|RFR|| = ||Risk Free Rate of return. Typically T-Bill Rate|
BANORT Total Risk Alpha Peers Comparison
BANORT Total Risk Alpha Relative To Other Indicators
BANORT 8 38 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.