Value Capital Total Risk Alpha vs. Treynor Ratio
| PLTF Stock | | | ILS 50.70 0.70 1.40% |
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Value Capital One has current Total Risk Alpha of
(0.07). 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] |
| = | (0.07) | |
| ER[a] | = | Expected return on investing in Value Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Value Capital |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Value Capital Total Risk Alpha Peers Comparison
Value Total Risk Alpha Relative To Other Indicators
Value Capital One is regarded
third in total risk alpha category among its peers. It is currently under evaluation in treynor ratio category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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