QVC Total Risk Alpha vs. Downside Variance
| QVCGA Stock | | | 3.14 -0.01 -0.32% |
QVC this indicator lookup summarizes this and related technical indicators for QVC Group. Coverage depends on data availability and normalization;
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QVC Group has current Total Risk Alpha of
-0.75. 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] |
| = | -0.75 | |
| ER[a] | = | Expected return on investing in QVC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on QVC |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
QVC Total Risk Alpha Peers Comparison
QVC Total Risk Alpha Relative To Other Indicators
QVC Group is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in downside variance category among its top compatitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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