Supernus Pharmaceuticals Total Risk Alpha
| SUPN Stock | | | USD 54.18 0.31 0.58% |
This technical indicator view for Total Risk Alpha organizes signals for Supernus Pharmaceuticals and comparable instruments. Some instruments may have limited coverage due to data differences;
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Supernus Pharmaceuticals has current Total Risk Alpha of 0.2911. 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] |
| = | 0.2911 | |
| ER[a] | = | Expected return on investing in Supernus Pharmaceuticals |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Supernus Pharmaceuticals |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Supernus Pharmaceuticals Total Risk Alpha Peers Comparison
Supernus Total Risk Alpha Relative To Other Indicators
Supernus Pharmaceuticals is evaluated as
third in Total Risk Alpha in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
27.56 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Supernus Pharmaceuticals is roughly
27.56 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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