Graphite One Total Risk Alpha vs. Expected Short fall
| GPH Stock | | | CAD 1.06 -0.10 -8.62% |
Observed values used to calculate the this indicator technical indicator for Graphite One. Additional screening context is available through
Equity Screeners.
Graphite One has current Total Risk Alpha of
-0.45. 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] |
| = | -0.45 | |
| ER[a] | = | Expected return on investing in Graphite One |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Graphite One |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Graphite One Total Risk Alpha Peers Comparison
Graphite Total Risk Alpha Relative To Other Indicators
Graphite One is rated
below average for total risk alpha across the peer group. It is currently under evaluation for expected short fall across the peer group .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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