Amphenol Total Risk Alpha

XPH Stock  EUR 69.92  0.42  0.60%   
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Amphenol has current Total Risk Alpha of 0.129. 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]

 = 
0.129
ER[a] = Expected return on investing in Amphenol
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Amphenol
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Amphenol Total Risk Alpha Peers Comparison

Amphenol Total Risk Alpha Relative To Other Indicators

Amphenol is rated first in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  64.66  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Amphenol is roughly  64.66 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Amphenol to Peers

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