| BRO Stock | | | USD 81.03 0.87 1.06% |
Brown Brown total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Brown Brown 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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Brown Brown has current Total Risk Alpha of 0.047. 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] |
| = | 0.047 | |
| ER[a] | = | Expected return on investing in Brown Brown |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Brown Brown |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Brown Brown Total Risk Alpha Peers Comparison
Brown Total Risk Alpha Relative To Other Indicators
Brown Brown is number one stock in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
141.05 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Brown Brown is roughly
141.05 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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