| LS4C Stock | | | EUR 135.00 1.00 0.74% |
London Stock total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for London Stock Exchange 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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London Stock Exchange has current Total Risk Alpha of 0.0645. 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] |
| = | 0.0645 | |
| ER[a] | = | Expected return on investing in London Stock |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on London Stock |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
London Stock Total Risk Alpha Peers Comparison
London Total Risk Alpha Relative To Other Indicators
London Stock Exchange is rated
fourth overall in total risk alpha category among its peers. It is rated
fifth overall in maximum drawdown category among its peers reporting about
150.21 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for London Stock Exchange is roughly
150.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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