Case Group Total Risk Alpha
| CASE Stock | | | 21.00 -0.40 -1.87% |
Reference data associated with the Total Risk Alpha technical indicator for Case Group AB. Some instruments may provide partial coverage depending on trading history.
Case Group AB has current Total Risk Alpha of 0.2638. 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] |
| = | 0.2638 | |
| ER[a] | = | Expected return on investing in Case Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Case Group |
| 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
Case Group AB is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
58.52 of Maximum Drawdown per Total Risk Alpha. For Case Group AB, Maximum Drawdown stands at
58.52 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Case Group to Peers
Other Technical Indicators