| IES Stock | | | EUR 3.80 0.07 1.81% |
Intesa Sanpaolo total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Intesa Sanpaolo SpA 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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Intesa Sanpaolo SpA has current Total Risk Alpha of 0.017. 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] |
| = | 0.017 | |
| ER[a] | = | Expected return on investing in Intesa Sanpaolo |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Intesa Sanpaolo |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Intesa Sanpaolo Total Risk Alpha Peers Comparison
Intesa Total Risk Alpha Relative To Other Indicators
Intesa Sanpaolo SpA is rated
third overall in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
462.05 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Intesa Sanpaolo SpA is roughly
462.05 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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