Abbott Laboratories Total Risk Alpha
| ABT Stock | | | USD 105.46 -1.73 -1.61% |
Technical inputs supporting the Total Risk Alpha indicator for Abbott Laboratories are shown here. Values are derived from historical price and volume observations. Availability can differ across markets, exchanges, and instruments. Abbott Laboratories has a market cap of 183.26 B, operating margin of 21.62%, ROE of 12.96%.
Trending Equities can help frame allocation decisions. The overview captures current portfolio composition. The data reflects holdings as of the most recent update. This reflects a position in Abbott Laboratories. It is distributed across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
For more detail on how to invest in Abbott Stock please use our
How to Invest in Abbott Laboratories guide.
Abbott Laboratories has current Total Risk Alpha of
-0.08. 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] |
| = | -0.08 | |
| ER[a] | = | Expected return on investing in Abbott Laboratories |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Abbott Laboratories |
| 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
Abbott Laboratories is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Abbott Laboratories to Peers
Other Technical Indicators