Bank Ozk Total Risk Alpha
| OZK Stock | | | USD 43.91 0.51 1.18% |
Observed values used to calculate the Total Risk Alpha technical indicator for Bank Ozk. Values may reflect normalized price or volume observations.
Bank Ozk has current Total Risk Alpha of 0.0089. 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] |
| = | 0.0089 | |
| ER[a] | = | Expected return on investing in Bank Ozk |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bank Ozk |
| 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
Bank Ozk is rated
below average for total risk alpha within its peer group. It is currently under evaluation for maximum drawdown within its peer group where Maximum Drawdown runs almost
1,074 per Total Risk Alpha. Bank Ozk's Maximum Drawdown registers at
1,074 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Bank Ozk to Peers
Other Technical Indicators