| PNPFF Stock | | | USD 7.08 0.05 0.71% |
Pinetree Capital total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Pinetree Capital 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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Pinetree Capital has current Total Risk Alpha of 0.0076. 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] |
| = | 0.0076 | |
| ER[a] | = | Expected return on investing in Pinetree Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Pinetree Capital |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Pinetree Capital Total Risk Alpha Peers Comparison
Pinetree Total Risk Alpha Relative To Other Indicators
Pinetree Capital is regarded
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
4,366 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Pinetree Capital is roughly
4,366 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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