JD Total Risk Alpha
| 013A Stock | | | EUR 24.75 0.40 1.64% |
JD total risk alpha lookup summarizes this and related technical indicators for JD Inc Adr. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. JD has a market cap of 33.93 B, operating margin of -1.29%, ROE of 7.62%. Use
Trending Equities to explore allocation context. This includes a position in JD Inc Adr within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
JD Inc Adr has current Total Risk Alpha of 0.0579. 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] |
| = | 0.0579 | |
| ER[a] | = | Expected return on investing in JD |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JD |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JD Total Risk Alpha Relative To Other Indicators
JD Inc Adr holds the top spot in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
161.77 Maximum Drawdown per unit of Total Risk Alpha. JD Inc Adr carries a
161.77 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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