| UCB Stock | | | EUR 119.30 1.15 0.95% |
UCB SA total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for UCB SA 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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UCB SA has current Total Risk Alpha of 0.3166. 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] |
| = | 0.3166 | |
| ER[a] | = | Expected return on investing in UCB SA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on UCB SA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
UCB SA Total Risk Alpha Peers Comparison
UCB Total Risk Alpha Relative To Other Indicators
UCB SA is rated
first in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
32.94 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for UCB SA is roughly
32.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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