Meier Tobler Total Risk Alpha
| MTG Stock | | | CHF 34.55 -0.20 -0.58% |
Observed values used to calculate the Total Risk Alpha technical indicator for Meier Tobler Group. Indicator values reflect available price and volume data where applicable.
Meier Tobler Group has current Total Risk Alpha of
-0.11. 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] |
| = | -0.11 | |
| ER[a] | = | Expected return on investing in Meier Tobler |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Meier Tobler |
| 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
Meier Tobler Group is rated
below average for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Meier Tobler to Peers
Other Technical Indicators