Dynatrace Holdings Total Risk Alpha
| DT Stock | | | USD 38.89 -0.39 -0.99% |
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Dynatrace Holdings LLC has current Total Risk Alpha of
-0.20. 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] |
| = | -0.20 | |
| ER[a] | = | Expected return on investing in Dynatrace Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Dynatrace Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Dynatrace Holdings Total Risk Alpha Peers Comparison
Dynatrace Total Risk Alpha Relative To Other Indicators
Dynatrace Holdings LLC currently holds the
# 2 position in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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