HomeToGo Total Risk Alpha
| HTG Stock | | | 1.37 -0.03 -2.14% |
HomeToGo total risk alpha lookup summarizes this and related technical indicators for HomeToGo SE. Coverage depends on data availability and normalization;
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Risk vs Return Analysis to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. This includes a position in HomeToGo SE in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
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HomeToGo SE has current Total Risk Alpha of 0.0021. 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] |
| = | 0.0021 | |
| ER[a] | = | Expected return on investing in HomeToGo |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on HomeToGo |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
HomeToGo Total Risk Alpha Peers Comparison
HomeToGo Total Risk Alpha Relative To Other Indicators
HomeToGo SE 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 reporting about
7,219 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for HomeToGo SE is roughly
7,219 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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