Acadia Healthcare Total Risk Alpha
| ACHC Stock | | | USD 22.73 -0.23 -1.00% |
This dataset for Acadia Healthcare reflects inputs used in the Total Risk Alpha calculation. All values reflect available price and volume data across reporting intervals. Acadia Healthcare has a market cap of 2.1 B, operating margin of 5.8%, ROE of -40.96%. Review
Trending Equities for a broader allocation view. This suggests a position in Acadia Healthcare. The position sits inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
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How to Trade Acadia Healthcare guide. The guide covers key considerations before placing your first order for Acadia Stock.
Acadia Healthcare has current Total Risk Alpha of 1.51. 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] |
| = | 1.51 | |
| ER[a] | = | Expected return on investing in Acadia Healthcare |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Acadia Healthcare |
| 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
Acadia Healthcare leads all stocks for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
22.16 . The Maximum Drawdown to Total Risk Alpha ratio for Acadia Healthcare comes in at
22.16 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Acadia Healthcare to Peers
Other Technical Indicators