Banco Santander-Chile Total Risk Alpha
| BSA Stock | | | EUR 27.80 0.80 2.96% |
This technical indicator view for Total Risk Alpha organizes signals for Banco Santander Chile and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Banco Santander-Chile has a market cap of 12.63 B, ROE of 18.71%. See
Trending Equities for portfolio-level analysis. This suggests a position in Banco Santander Chile 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.
For a detailed overview of how to trade Banco Stock, see our
How to Trade Banco Stock guide.
Banco Santander Chile has current Total Risk Alpha of 0.3323. 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] |
| = | 0.3323 | |
| ER[a] | = | Expected return on investing in Banco Santander-Chile |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Banco Santander-Chile |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Banco Santander-Chile Total Risk Alpha Peers Comparison
Banco Total Risk Alpha Relative To Other Indicators
Banco Santander Chile ranks
second among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
43.79 Maximum Drawdown per unit of Total Risk Alpha. Banco Santander Chile carries a
43.79 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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