| G1A Stock | | | EUR 48.06 0.10 0.21% |
GEA GROUP total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for GEA GROUP 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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GEA GROUP has current Total Risk Alpha of 0.115. 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] |
| = | 0.115 | |
| ER[a] | = | Expected return on investing in GEA GROUP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GEA GROUP |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GEA GROUP Total Risk Alpha Peers Comparison
GEA Total Risk Alpha Relative To Other Indicators
GEA GROUP is rated
# 4 in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
61.09 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for GEA GROUP is roughly
61.09 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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