| GMI Stock | | | CHF 266.00 2.00 0.76% |
Groupe Minoteries total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Groupe Minoteries SA 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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Groupe Minoteries SA has current Total Risk Alpha of 0.2132. 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] |
| = | 0.2132 | |
| ER[a] | = | Expected return on investing in Groupe Minoteries |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Groupe Minoteries |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Groupe Minoteries Total Risk Alpha Peers Comparison
Groupe Total Risk Alpha Relative To Other Indicators
Groupe Minoteries SA is one of the top stocks in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
52.96 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Groupe Minoteries SA is roughly
52.96 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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