Banco Santander Total Risk Alpha
| SAN Stock | | | USD 10.76 -0.01 -0.09% |
Banco Santander total risk alpha lookup summarizes this and related technical indicators for Banco Santander SA. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Banco Santander has a market cap of 156.78 B, operating margin of 43.69%, ROE of 12.69%. Use
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Banco Santander SA has current Total Risk Alpha of 0.1229. 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] |
| = | 0.1229 | |
| ER[a] | = | Expected return on investing in Banco Santander |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Banco Santander |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Banco Santander Total Risk Alpha Peers Comparison
Banco Total Risk Alpha Relative To Other Indicators
Banco Santander SA lands at
#5 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
108.80 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for Banco Santander SA sits at
108.80 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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