| LYGN Stock | | | MXN 49.50 5.69 12.99% |
Lloyds Banking total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Lloyds Banking Group 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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Lloyds Banking Group has current Total Risk Alpha of 0.3033. 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] |
| = | 0.3033 | |
| ER[a] | = | Expected return on investing in Lloyds Banking |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lloyds Banking |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lloyds Banking Total Risk Alpha Peers Comparison
Lloyds Total Risk Alpha Relative To Other Indicators
Lloyds Banking Group is rated
fourth overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
70.67 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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