Muenchener Rueckver total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Muenchener Rueckver Ges 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 Equity Screeners to view more equity screening tools
Muenchener
Muenchener Rueckver Ges has current Total Risk Alpha of (0.07). 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]
=
(0.07)
ER[a]
=
Expected return on investing in Muenchener Rueckver
ER[b]
=
Expected return on market index or selected benchmark
Muenchener Rueckver Total Risk Alpha Peers Comparison
Muenchener Total Risk Alpha Relative To Other Indicators
Muenchener Rueckver Ges is regarded fourth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
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