| PTBL Stock | | | ILS 26,600 100.00 0.37% |
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Propert Buil has current Total Risk Alpha of 0.1877. 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] |
| = | 0.1877 | |
| ER[a] | = | Expected return on investing in Propert Buil |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Propert Buil |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Propert Buil Total Risk Alpha Peers Comparison
Propert Total Risk Alpha Relative To Other Indicators
Propert Buil is regarded
fourth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
74.31 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Propert Buil is roughly
74.31 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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