Kofola CeskoSlovensko Total Risk Alpha vs. Kurtosis
| KOFOL Stock | | | 524.00 2.00 0.38% |
Kofola CeskoSlovensko technical analysis lookup allows you to check this and other technical indicators for Kofola CeskoSlovensko as 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
Equity Screeners to view more equity screening tools
Kofola CeskoSlovensko as has current Total Risk Alpha of 0.1187. 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] |
| = | 0.1187 | |
| ER[a] | = | Expected return on investing in Kofola CeskoSlovensko |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Kofola CeskoSlovensko |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Kofola CeskoSlovensko Total Risk Alpha Peers Comparison
Kofola Total Risk Alpha Relative To Other Indicators
Kofola CeskoSlovensko as is rated
second overall in total risk alpha category among its peers. It is currently under evaluation in kurtosis category among its peers making up about
17.96 of Kurtosis per Total Risk Alpha. The ratio of Kurtosis to Total Risk Alpha for Kofola CeskoSlovensko as is roughly
17.96 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.