Eli Lilly Total Risk Alpha

LLY Stock  USD 777.96  0.22  0.03%   
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Eli Lilly And has current Total Risk Alpha of 0.1178. 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]

 = 
0.1178
ER[a] = Expected return on investing in Eli Lilly
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Eli Lilly
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Eli Lilly Total Risk Alpha Peers Comparison

Eli Total Risk Alpha Relative To Other Indicators

Eli Lilly And is currently regarded as 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  79.94  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Eli Lilly And is roughly  79.94 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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