DBS Group Total Risk Alpha
| DBSDF Stock | | | USD 44.00 -0.64 -1.43% |
Historical market data for DBS Group Holdings forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. DBS Group has a market cap of 67.74 B, operating margin of 54.52%, ROE of 11.79%. See
Investing Opportunities for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. The content reflects structured data inputs rather than subjective analysis. This suggests a position in DBS Group Holdings. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
DBS Group Holdings has current Total Risk Alpha of 0.3891. 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] |
| = | 0.3891 | |
| ER[a] | = | Expected return on investing in DBS Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DBS 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
DBS Group Holdings ranks
fourth among pink sheets in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
34.75 Maximum Drawdown per unit of Total Risk Alpha. DBS Group Holdings carries a
34.75 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.
Compare DBS Group to Peers
Other Technical Indicators