Encres Dubuit Total Risk Alpha

ALDUB Stock  EUR 2.82  0.02  0.71%   
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Encres Dubuit SA has current Total Risk Alpha of 0.2996. 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]

 = 
0.2996
ER[a] = Expected return on investing in Encres Dubuit
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Encres Dubuit
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Encres Dubuit Total Risk Alpha Peers Comparison

Encres Total Risk Alpha Relative To Other Indicators

Encres Dubuit 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  77.87  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Encres Dubuit SA is roughly  77.87 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Encres Dubuit to Peers

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