Regis Healthcare Total Risk Alpha
| REG Stock | | | 6.26 0.06 0.97% |
Observed values used to calculate the Total Risk Alpha technical indicator for Regis Healthcare. Indicator inputs depend on available historical price observations.
Regis Healthcare has current Total Risk Alpha of
-0.22. 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] |
| = | -0.22 | |
| ER[a] | = | Expected return on investing in Regis Healthcare |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Regis Healthcare |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Regis Healthcare Total Risk Alpha Peers Comparison
Regis Total Risk Alpha Relative To Other Indicators
Regis Healthcare is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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