SYN Prop Total Risk Alpha
| SYNE3 Stock | | | 4.52 -0.13 -2.80% |
Technical inputs supporting the Total Risk Alpha indicator for SYN prop e are shown here. The information is based on observed market data across timeframes.
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SYN prop e has current Total Risk Alpha of 0.0375. 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] |
| = | 0.0375 | |
| ER[a] | = | Expected return on investing in SYN Prop |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SYN Prop |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
SYN prop e is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
173.62 of Maximum Drawdown per Total Risk Alpha. For SYN prop e, Maximum Drawdown stands at
173.62 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SYN Prop to Peers
Other Technical Indicators