Poolbeg Pharma Total Risk Alpha
| POLBF Stock | | | USD 0.06 -0.01 -14.45% |
Observed values used in the Total Risk Alpha indicator for Poolbeg Pharma PLC are included in this dataset. The underlying data comes from exchange-reported trading records. Poolbeg Pharma has a market cap of 60.65 M. See
Your Equity Center for portfolio-level analysis. Portfolio positioning is summarized for reference. A position in Poolbeg Pharma PLC is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
Poolbeg Pharma PLC has current Total Risk Alpha of 1.57. 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] |
| = | 1.57 | |
| ER[a] | = | Expected return on investing in Poolbeg Pharma |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Poolbeg Pharma |
| 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
Poolbeg Pharma PLC ranks
fifth among pink sheets in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
35.33 Maximum Drawdown per unit of Total Risk Alpha. Poolbeg Pharma PLC carries a
35.33 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Poolbeg Pharma to Peers
Other Technical Indicators