| 60V Stock | | | EUR 17.10 0.20 1.16% |
KYB PORATION total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for KYB PORATION 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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KYB PORATION has current Total Risk Alpha of 0.1826. 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] |
| = | 0.1826 | |
| ER[a] | = | Expected return on investing in KYB PORATION |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KYB PORATION |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KYB PORATION Total Risk Alpha Peers Comparison
KYB Total Risk Alpha Relative To Other Indicators
KYB PORATION is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
99.33 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for KYB PORATION is roughly
99.33 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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