| SPXCF Stock | | | USD 8.90 0.15 1.66% |
Singapore Exchange total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Singapore Exchange Limited 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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Singapore Exchange Limited has current Total Risk Alpha of
(0.12). 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] |
| = | (0.12) | |
| ER[a] | = | Expected return on investing in Singapore Exchange |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Singapore Exchange |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Singapore Exchange Total Risk Alpha Peers Comparison
Singapore Total Risk Alpha Relative To Other Indicators
Singapore Exchange Limited is rated
fifth 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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