IBU Tec Total Risk Alpha
| IBU Stock | | | 10.75 1.35 11.16% |
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IBU tec advanced materials has current Total Risk Alpha of 0.1561. 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] |
| = | 0.1561 | |
| ER[a] | = | Expected return on investing in IBU Tec |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IBU Tec |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IBU Tec Total Risk Alpha Peers Comparison
IBU Total Risk Alpha Relative To Other Indicators
IBU tec advanced materials is currently regarded as number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
181.15 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for IBU tec advanced materials is roughly
181.15 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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