Banque Cantonale Total Risk Alpha
| WKBN Stock | | | CHF 150.50 1.50 1.01% |
The Total Risk Alpha profile for Banque Cantonale du is based on historical price and volume observations. Related screening structures are referenced through
Equity Screeners. Banque Cantonale has a market cap of 2.34 B, operating margin of 25.49%.
Your Current Watchlist can help frame allocation decisions. Including Banque Cantonale du in a portfolio enables allocation and risk analysis. All values are based on available data and provided as reference information. Broader economic conditions can influence Banque Cantonale du's company valuation — related indicators include
signals in inflation.
Banque Cantonale du has current Total Risk Alpha of 0.2374. 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] |
| = | 0.2374 | |
| ER[a] | = | Expected return on investing in Banque Cantonale |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Banque Cantonale |
| 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
Banque Cantonale du is rated
below average for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
10.86 ratio of Maximum Drawdown to Total Risk Alpha. Banque Cantonale du's Maximum Drawdown exceeds Total Risk Alpha by a factor of
10.86 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Banque Cantonale to Peers
Other Technical Indicators