| PERF Stock | | | EUR 7.27 0.32 4.60% |
Performance Technologies total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Performance Technologies SA 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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Performance Technologies SA has current Total Risk Alpha of 0.1522. 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] |
| = | 0.1522 | |
| ER[a] | = | Expected return on investing in Performance Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Performance Technologies |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Performance Technologies Total Risk Alpha Peers Comparison
Performance Total Risk Alpha Relative To Other Indicators
Performance Technologies SA is regarded
second in total risk alpha category among related companies. It is regarded
fourth in maximum drawdown category among related companies reporting about
65.96 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Performance Technologies SA is roughly
65.96 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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