Raiffeisen Bank Total Risk Alpha
| RAIFY Stock | | | USD 10.82 -0.70 -6.08% |
Raiffeisen Bank total risk alpha lookup summarizes this and related technical indicators for Raiffeisen Bank International. Coverage depends on data availability and normalization;
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Raiffeisen Bank International has current Total Risk Alpha of 0.1637. 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] |
| = | 0.1637 | |
| ER[a] | = | Expected return on investing in Raiffeisen Bank |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Raiffeisen Bank |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Raiffeisen Bank Total Risk Alpha Peers Comparison
Raiffeisen Total Risk Alpha Relative To Other Indicators
Raiffeisen Bank International is evaluated as
fourth in Total Risk Alpha in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
88.18 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Raiffeisen Bank International is roughly
88.18 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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