BANK CENTRAL Total Risk Alpha
| BZG2 Stock | | | EUR 0.37 0.00 0.00% |
This dataset for BANK CENTRAL ASIA reflects inputs used in the Total Risk Alpha calculation. Data coverage may vary across sources and reporting intervals. BANK CENTRAL has a market cap of 55.58 B. Use
Trending Equities to view allocation positioning. This captures an allocation to BANK CENTRAL ASIA. How positions are weighted depends on the construction approach used. 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.
BANK CENTRAL ASIA has current Total Risk Alpha of
-0.03. 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] |
| = | -0.03 | |
| ER[a] | = | Expected return on investing in BANK CENTRAL |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BANK CENTRAL |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
BANK CENTRAL ASIA is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare BANK CENTRAL to Peers
Other Technical Indicators