| EXL1V Stock | | | EUR 1.61 0.01 0.63% |
Exel Composites total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Exel Composites Oyj or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Exel Composites Oyj has current Total Risk Alpha of
(1.01). 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] |
| = | (1.01) | |
| ER[a] | = | Expected return on investing in Exel Composites |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Exel Composites |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Exel Composites Total Risk Alpha Peers Comparison
Exel Total Risk Alpha Relative To Other Indicators
Exel Composites Oyj is rated
below average in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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