Accelleron Industries Total Risk Alpha
| ACLN Stock | | | 66.30 -1.35 -2.00% |
The Total Risk Alpha lookup presents technical context for Accelleron Industries AG and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access.
Trending Equities provides context for diversified portfolio design. Refined allocation visibility enhances overall portfolio context. The allocation includes a position in Accelleron Industries AG within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Accelleron Industries AG has current Total Risk Alpha of 0.0962. 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] |
| = | 0.0962 | |
| ER[a] | = | Expected return on investing in Accelleron Industries |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Accelleron Industries |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Accelleron Industries Total Risk Alpha Peers Comparison
Accelleron Total Risk Alpha Relative To Other Indicators
Accelleron Industries AG is rated
fifth among stocks in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
102.14 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Accelleron Industries AG is roughly
102.14 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.