VARIOUS EATERIES Total Risk Alpha
| 63U Stock | | | EUR 0.14 0.01 7.69% |
This technical indicator view for Total Risk Alpha organizes signals for VARIOUS EATERIES LS and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. VARIOUS EATERIES has a market cap of 24.86 M, operating margin of -0.05%, ROE of -9.62%. See
Trending Equities for portfolio-level analysis. This suggests a position in VARIOUS EATERIES LS 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 inflation.
VARIOUS EATERIES LS has current Total Risk Alpha of 0.5449. 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] |
| = | 0.5449 | |
| ER[a] | = | Expected return on investing in VARIOUS EATERIES |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VARIOUS EATERIES |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VARIOUS EATERIES Total Risk Alpha Peers Comparison
VARIOUS Total Risk Alpha Relative To Other Indicators
VARIOUS EATERIES LS ranks
second among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
22.47 Maximum Drawdown per unit of Total Risk Alpha. VARIOUS EATERIES LS carries a
22.47 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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