| DAT Stock | | | 7,470 280.00 3.89% |
Travel Investment total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Travel Investment and 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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Travel Investment and has current Total Risk Alpha of
(0.12). 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] |
| = | (0.12) | |
| ER[a] | = | Expected return on investing in Travel Investment |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Travel Investment |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Travel Investment Total Risk Alpha Peers Comparison
Travel Total Risk Alpha Relative To Other Indicators
Travel Investment and is rated
# 3 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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