Small Pany Total Risk Alpha
| SCVFXDelisted Fund | | | USD 29.51 0.00 0.00% |
Small Pany total risk alpha lookup summarizes this and related technical indicators for Small Pany Value. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Small Pany has P/E of 17.52. Use
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signals in price.
Small Pany Value has current Total Risk Alpha of
-0.0009. 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] |
| = | -0.0009 | |
| ER[a] | = | Expected return on investing in Small Pany |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Small Pany |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Small Pany Total Risk Alpha Peers Comparison
Small Total Risk Alpha Relative To Other Indicators
Small Pany Value is rated
below average. in total risk alpha among similar funds. It is currently under evaluation. in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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