Bezeq Corp Total Risk Alpha
| BZQIY Stock | | | USD 12.95 0.00 0.00% |
Observed values used to calculate the Total Risk Alpha technical indicator for Bezeq Corp. Additional screening context is available through
Equity Screeners.
Bezeq Corp has current Total Risk Alpha of 0.4287. 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] |
| = | 0.4287 | |
| ER[a] | = | Expected return on investing in Bezeq Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bezeq Corp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bezeq Corp Total Risk Alpha Peers Comparison
Bezeq Total Risk Alpha Relative To Other Indicators
Bezeq Corp is rated
second in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
45.46 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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