Banco Santander Total Risk Alpha
| BSBR Stock | | | USD 5.85 0.00 0.00% |
This technical indicator view for Total Risk Alpha organizes signals for Banco Santander Brasil and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Banco Santander has a market cap of 47.14 B, operating margin of 27.72%, ROE of 16.46%. Use
Trending Equities to explore allocation context. The allocation includes a position in Banco Santander Brasil inside the allocation 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 bureau of labor statistics.
Banco Santander Brasil has current Total Risk Alpha of 0.113. 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] |
| = | 0.113 | |
| ER[a] | = | Expected return on investing in Banco Santander |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Banco Santander |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Banco Santander Total Risk Alpha Peers Comparison
Banco Total Risk Alpha Relative To Other Indicators
Banco Santander Brasil is rated
below average for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
104.81 against Total Risk Alpha. Maximum Drawdown runs about
104.81 times Total Risk Alpha for Banco Santander Brasil
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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