Software Effective Total Risk Alpha
| SFWJ Stock | | | USD 0.0033 0.0001 3.12% |
Software Effective total risk alpha lookup summarizes this and related technical indicators for Software Effective Solutions. Availability can vary by instrument;
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Software Effective Solutions has current Total Risk Alpha of 2.74. 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] |
| = | 2.74 | |
| ER[a] | = | Expected return on investing in Software Effective |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Software Effective |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Software Effective Total Risk Alpha Peers Comparison
Software Total Risk Alpha Relative To Other Indicators
Software Effective Solutions is positioned
third relative to peers in the total risk alpha category versus peers. It is currently under evaluation in the maximum drawdown category versus peers showing
30.40 of Maximum Drawdown relative to Total Risk Alpha. For Software Effective Solutions, Maximum Drawdown measures
30.40 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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