PHI Total Risk Alpha
| PHIL Stock | | | USD 0.0001 0.00 0.00% |
Observed values used to calculate the Total Risk Alpha technical indicator for PHI Group. Coverage may vary across instruments due to feed availability.
PHI Group has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in PHI |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PHI |
| 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
PHI Group is rated
below average for total risk alpha within its peer group. It is currently under evaluation for maximum drawdown within its peer group .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare PHI to Peers