| MTRKS Stock | | | TRY 20.00 0.38 1.86% |
Matriks Bilgi total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Matriks Bilgi Dagitim 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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Matriks Bilgi Dagitim has current Total Risk Alpha of 0.2449. 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] |
| = | 0.2449 | |
| ER[a] | = | Expected return on investing in Matriks Bilgi |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Matriks Bilgi |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Matriks Bilgi Total Risk Alpha Peers Comparison
Matriks Total Risk Alpha Relative To Other Indicators
Matriks Bilgi Dagitim is considered to be number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
55.43 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Matriks Bilgi Dagitim is roughly
55.43 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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