PCC ROKITA Total Risk Alpha
| 229 Stock | | | EUR 15.50 -0.46 -2.88% |
The Total Risk Alpha indicator for PCC ROKITA SA is derived from observed market data. The calculation draws on time-series market data across available periods. PCC ROKITA has a market cap of 312.63 M, ROE of 11.07%. Portfolio-level context is available through
Trending Equities. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. This suggests a position in PCC ROKITA SA. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
PCC ROKITA SA has current Total Risk Alpha of 0.3892. 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] |
| = | 0.3892 | |
| ER[a] | = | Expected return on investing in PCC ROKITA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on PCC ROKITA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
PCC ROKITA SA ranks
fifth among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
47.13 Maximum Drawdown per unit of Total Risk Alpha. PCC ROKITA SA carries a
47.13 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.
Compare PCC ROKITA to Peers
Other Technical Indicators