| PESA Stock | | | EUR 15.10 0.20 1.31% |
Pearson Plc total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Pearson plc 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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Pearson plc has current Total Risk Alpha of 0.3243. 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] |
| = | 0.3243 | |
| ER[a] | = | Expected return on investing in Pearson Plc |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Pearson Plc |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Pearson Plc Total Risk Alpha Peers Comparison
Pearson Total Risk Alpha Relative To Other Indicators
Pearson plc is regarded
second in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
16.45 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Pearson plc is roughly
16.45 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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