RTL Group Total Risk Alpha
| RGLXF Stock | | | USD 41.00 0.00 0.00% |
Observed values used to calculate the Total Risk Alpha technical indicator for RTL Group SA. Some instruments may provide partial coverage depending on trading history.
RTL Group SA has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in RTL Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RTL Group |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
RTL Group Total Risk Alpha Peers Comparison
RTL Total Risk Alpha Relative To Other Indicators
RTL Group SA is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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