Avgol Industries Total Risk Alpha
| AVGL Stock | | | 122.40 0.20 0.16% |
Avgol Industries total risk alpha lookup summarizes this and related technical indicators for Avgol Industries 1953. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Avgol Industries has a market cap of 527.83 M, operating margin of 9.92%, ROE of 14.66%. Use
Trending Equities to explore allocation context. This includes a position in Avgol Industries 1953 within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Avgol Industries 1953 has current Total Risk Alpha of
-0.07. 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] |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in Avgol Industries |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Avgol Industries |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Avgol Industries Total Risk Alpha Peers Comparison
Avgol Total Risk Alpha Relative To Other Indicators
Avgol Industries 1953 is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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