SABE Stock | | | EUR 19.70 0.30 1.50% |
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Saint Jean Groupe has current Total Risk Alpha of
(0.32). 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] |
| = | (0.32) | |
ER[a] | = | Expected return on investing in Saint Jean |
ER[b] | = | Expected return on market index or selected benchmark |
STD[a] | = | Standard Deviation of returns on Saint Jean |
STD[b] | = | Standard Deviation of selected market or benchmark |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Saint Jean Total Risk Alpha Peers Comparison
Saint Total Risk Alpha Relative To Other Indicators
Saint Jean Groupe is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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