MAROC TELECOM Total Risk Alpha
| MSPA Stock | | | 9.35 0.20 2.19% |
Reference data associated with the Total Risk Alpha technical indicator for MAROC TELECOM. Coverage may vary across instruments due to feed availability.
MAROC TELECOM has current Total Risk Alpha of
-0.06. 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] |
| = | -0.06 | |
| ER[a] | = | Expected return on investing in MAROC TELECOM |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MAROC TELECOM |
| 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
MAROC TELECOM is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare MAROC TELECOM to Peers
Other Technical Indicators