ACTIVIA PROPERTINC Total Risk Alpha
| 7ZY Stock | | | EUR 795.00 5.00 0.63% |
The Total Risk Alpha calculation for ACTIVIA PROPERTINC draws on price and volume history. Related screening structures are referenced through
Equity Screeners. ACTIVIA PROPERTINC has a market cap of 2.7 B.
Trending Equities adds portfolio-level perspective. ACTIVIA PROPERTINC REIT can be evaluated within a portfolio framework for weight and risk impact. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence ACTIVIA PROPERTINC REIT's company valuation — related indicators include
signals in inflation.
ACTIVIA PROPERTINC REIT has current Total Risk Alpha of 0.1372. 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] |
| = | 0.1372 | |
| ER[a] | = | Expected return on investing in ACTIVIA PROPERTINC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ACTIVIA PROPERTINC |
| 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
ACTIVIA PROPERTINC REIT is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
40.95 Maximum Drawdown per unit of Total Risk Alpha. ACTIVIA PROPERTINC REIT carries a
40.95 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 ACTIVIA PROPERTINC to Peers
Other Technical Indicators