American Vanguard Total Risk Alpha
| AVD Stock | | | USD 2.37 -0.24 -9.20% |
Observed values used in the Total Risk Alpha indicator for American Vanguard are included in this dataset. The information is based on observed market data across timeframes. American Vanguard has a market cap of 74.3 M, operating margin of 3.48%, ROE of -23.45%. Portfolio-level context is available through
Trending Equities. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. This suggests a position in American Vanguard. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. This content does not constitute investment advice or a recommendation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in small area income & poverty estimates.
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American Vanguard has current Total Risk Alpha of
-0.26. 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] |
| = | -0.26 | |
| ER[a] | = | Expected return on investing in American Vanguard |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on American Vanguard |
| 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
American Vanguard is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare American Vanguard to Peers
Other Technical Indicators