Epsium Enterprise Total Risk Alpha
| EPSM Stock | | | 18.31 1.76 8.77% |
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Epsium Enterprise Limited has current Total Risk Alpha of 0.9632. 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] |
| = | 0.9632 | |
| ER[a] | = | Expected return on investing in Epsium Enterprise |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Epsium Enterprise |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Epsium Enterprise Total Risk Alpha Peers Comparison
Epsium Total Risk Alpha Relative To Other Indicators
Epsium Enterprise Limited is one of the top stocks in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
64.80 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Epsium Enterprise Limited is roughly
64.80 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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