Brunel International Total Risk Alpha
| BRNL Stock | | | EUR 6.78 0.02 0.30% |
The Total Risk Alpha lookup presents technical context for Brunel International NV and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Brunel International has a market cap of 340.25 M, operating margin of 1.44%, ROE of 1.55%.
Trending Equities can help frame allocation decisions. The allocation includes a position in Brunel International NV within the portfolio mix. 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.
Brunel International NV has current Total Risk Alpha of
-0.16. 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] |
| = | -0.16 | |
| ER[a] | = | Expected return on investing in Brunel International |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Brunel International |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Brunel International Total Risk Alpha Peers Comparison
Brunel Total Risk Alpha Relative To Other Indicators
Brunel International NV is rated
below average. in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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