| 5HU Stock | | | EUR 3.79 0.01 0.26% |
HEMOGENYX PHARMPLC total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for HEMOGENYX PHARMPLC LS 01 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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HEMOGENYX PHARMPLC LS 01 has current Total Risk Alpha of 25.57. 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] |
| = | 25.57 | |
| ER[a] | = | Expected return on investing in HEMOGENYX PHARMPLC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on HEMOGENYX PHARMPLC |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
HEMOGENYX PHARMPLC Total Risk Alpha Peers Comparison
HEMOGENYX Total Risk Alpha Relative To Other Indicators
HEMOGENYX PHARMPLC LS 01 is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
87.36 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for HEMOGENYX PHARMPLC LS 01 is roughly
87.36 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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