Intra Cellular Total Risk Alpha
| ITCIDelisted Stock | | | USD 131.87 0.03 0.02% |
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Intra Cellular Therapies has current Total Risk Alpha of
(0.54). 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] |
| = | (0.54) | |
| ER[a] | = | Expected return on investing in Intra Cellular |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Intra Cellular |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Intra Cellular Total Risk Alpha Peers Comparison
Intra Total Risk Alpha Relative To Other Indicators
Intra Cellular Therapies is rated
fourth overall in total risk alpha category among its peers. It is currently under evaluation 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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