Admie Holding Total Risk Alpha

ADMIE Stock  EUR 2.48  0.02  0.81%   
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Admie Holding SA has current Total Risk Alpha of 0.101. 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]

 = 
0.101
ER[a] = Expected return on investing in Admie Holding
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Admie Holding
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Admie Holding Total Risk Alpha Peers Comparison

Admie Total Risk Alpha Relative To Other Indicators

Admie Holding SA 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  72.38  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Admie Holding SA is roughly  72.38 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Admie Holding to Peers

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