| FLI Stock | | | 0.71 0.02 2.74% |
Filinvest Land total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Filinvest Land 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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Filinvest Land has current Total Risk Alpha of
(0.28). 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] |
| = | (0.28) | |
| ER[a] | = | Expected return on investing in Filinvest Land |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Filinvest Land |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Filinvest Land Total Risk Alpha Peers Comparison
Filinvest Total Risk Alpha Relative To Other Indicators
Filinvest Land is rated
# 5 in total risk alpha category among its peers. It is one of the top stocks in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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