Benguet Corp Total Risk Alpha
| BGUUFDelisted Stock | | | USD 0.08 0.00 0.00% |
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Benguet Corp B has current Total Risk Alpha of 60.71. 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] |
| = | 60.71 | |
| ER[a] | = | Expected return on investing in Benguet Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Benguet Corp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Benguet Corp Total Risk Alpha Peers Comparison
Benguet Total Risk Alpha Relative To Other Indicators
Benguet Corp B ranks as the leading otc stock in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
16.47 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Benguet Corp B is roughly
16.47 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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