Alithya Market Risk Adjusted Performance
| ALYAF Stock | | | 1.12 0.10 9.80% |
The Market Risk Adjusted Performance reading for Alithya Group is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Alithya has a market cap of 101.69 M, operating margin of 2.83%, ROE of -13.3%.
Trending Equities can help frame allocation decisions. The overview captures current portfolio composition. The data reflects holdings as of the most recent update. This captures an allocation to Alithya Group. It is represented within the portfolio holdings. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Alithya Group has current Market Risk Adjusted Performance of 0.8965.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 0.8965 | |
| ER[a] | = | Expected return on investing in Alithya |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
Alithya Group ranks
third among stocks in market risk adjusted performance across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
15.10 Maximum Drawdown per unit of Market Risk Adjusted Performance. Alithya Group carries a
15.10 x Maximum Drawdown-to-Market Risk Adjusted Performance ratio
Other Technical Indicators