| MZTF Stock | | | 16,110 30.00 0.19% |
Mizrahi Tefahot total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Mizrahi Tefahot 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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Mizrahi Tefahot has current Total Risk Alpha of 0.1145. 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] |
| = | 0.1145 | |
| ER[a] | = | Expected return on investing in Mizrahi Tefahot |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Mizrahi Tefahot |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Mizrahi Tefahot Total Risk Alpha Peers Comparison
Mizrahi Total Risk Alpha Relative To Other Indicators
Mizrahi Tefahot is regarded
fifth in total risk alpha category among its peers. It is regarded
fifth in maximum drawdown category among its peers reporting about
48.08 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Mizrahi Tefahot is roughly
48.08 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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