| OSR Stock | | | EUR 51.80 0.20 0.38% |
OSRAM LICHT total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for OSRAM LICHT N 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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OSRAM LICHT N has current Total Risk Alpha of 0.0254. 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] |
| = | 0.0254 | |
| ER[a] | = | Expected return on investing in OSRAM LICHT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on OSRAM LICHT |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
OSRAM LICHT Total Risk Alpha Peers Comparison
OSRAM Total Risk Alpha Relative To Other Indicators
OSRAM LICHT N is rated
below average in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
31.18 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for OSRAM LICHT N is roughly
31.19 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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