| UVRBY Stock | | | USD 20.60 0.34 1.68% |
Universal Robina total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Universal Robina Corp 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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Universal Robina Corp has current Total Risk Alpha of
(0.15). 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] |
| = | (0.15) | |
| ER[a] | = | Expected return on investing in Universal Robina |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Universal Robina |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Universal Robina Total Risk Alpha Peers Comparison
Universal Total Risk Alpha Relative To Other Indicators
Universal Robina Corp 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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