Vistra Energy Total Risk Alpha

VST
 Stock
  

USD 22.93  0.01  0.0436%   

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Vistra Energy Corp has current Total Risk Alpha of 0.0656. 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] 
 = 
0.0656
ER[a] = Expected return on investing in Vistra Energy
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Vistra Energy
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Vistra Total Risk Alpha Relative To Other Indicators

Vistra Energy Corp 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  126.22  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vistra Energy Corp is roughly  126.22 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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