ReFuels NV Total Risk Alpha
| REFL Stock | | | 16.30 0.20 1.24% |
Technical inputs supporting the Total Risk Alpha indicator for ReFuels NV are shown here. The information is based on observed market data across timeframes.
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ReFuels NV has current Total Risk Alpha of 0.6984. 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] |
| = | 0.6984 | |
| ER[a] | = | Expected return on investing in ReFuels NV |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ReFuels NV |
| 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
ReFuels NV carries a
second ranking 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
20.89 per Total Risk Alpha. ReFuels NV's Maximum Drawdown registers at
20.89 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare ReFuels NV to Peers
Other Technical Indicators