Kennedy Wilson Total Risk Alpha
| KW Stock | | | USD 9.62 0.23 2.34% |
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Kennedy Wilson Holdings has current Total Risk Alpha of 0.1706. 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] |
| = | 0.1706 | |
| ER[a] | = | Expected return on investing in Kennedy Wilson |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Kennedy Wilson |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Kennedy Wilson Total Risk Alpha Peers Comparison
Kennedy Total Risk Alpha Relative To Other Indicators
Kennedy Wilson Holdings 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
196.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Kennedy Wilson Holdings is roughly
196.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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