| SPOG Stock | | | NOK 73.00 0.50 0.68% |
Sparebanken Ost total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Sparebanken Ost 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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Sparebanken Ost has current Total Risk Alpha of 0.1512. 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] |
| = | 0.1512 | |
| ER[a] | = | Expected return on investing in Sparebanken Ost |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sparebanken Ost |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sparebanken Ost Total Risk Alpha Peers Comparison
Sparebanken Total Risk Alpha Relative To Other Indicators
Sparebanken Ost is rated
fifth in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
52.34 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Sparebanken Ost is roughly
52.34 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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