VirnetX Holding Total Risk Alpha
| VHC Stock | | | USD 18.66 1.21 6.93% |
VirnetX Holding total risk alpha lookup summarizes this and related technical indicators for VirnetX Holding Corp. Availability can vary by instrument;
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VirnetX Holding Corp has current Total Risk Alpha of 0.0671. 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] |
| = | 0.0671 | |
| ER[a] | = | Expected return on investing in VirnetX Holding |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VirnetX Holding |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VirnetX Holding Total Risk Alpha Peers Comparison
VirnetX Total Risk Alpha Relative To Other Indicators
VirnetX Holding Corp is regarded as the highest-ranked stock in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
355.52 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for VirnetX Holding Corp is roughly
355.52 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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