Deutsche Lufthansa Total Risk Alpha
| DLAKF Stock | | | USD 9.42 -1.28 -11.96% |
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Deutsche Lufthansa AG has current Total Risk Alpha of 0.1435. 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] |
| = | 0.1435 | |
| ER[a] | = | Expected return on investing in Deutsche Lufthansa |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Deutsche Lufthansa |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Deutsche Lufthansa Total Risk Alpha Peers Comparison
Deutsche Total Risk Alpha Relative To Other Indicators
Deutsche Lufthansa AG currently holds the
# 4 position in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
174.35 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Deutsche Lufthansa AG is roughly
174.35 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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