UBS Group Total Risk Alpha

UBS
 Stock
  

USD 18.46  0.09  0.49%   

UBS Group total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for UBS Group Ag 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 Equity Screeners to view more equity screening tools
  
UBS Group Ag has current Total Risk Alpha of 0.1596. 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] 
 = 
0.1596
ER[a] = Expected return on investing in UBS Group
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on UBS Group
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

UBS Group Total Risk Alpha Peers Comparison

UBS Group Total Risk Alpha Relative To Other Indicators

UBS Group Ag is rated second in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  65.60  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for UBS Group Ag is roughly  65.60 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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