Brookfield Business Total Risk Alpha
| BBU-UN Stock | | | CAD 45.59 1.52 3.45% |
The Total Risk Alpha lookup presents technical context for Brookfield Business Partners and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Brookfield Business has market cap of 4.04 B, P/E of 45.97, operating margin of 16.66%.
Trending Equities can help frame allocation decisions. The allocation includes a position in Brookfield Business Partners 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 persons.
Brookfield Business Partners has current Total Risk Alpha of
-0.04. 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] |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Brookfield Business |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Brookfield Business |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Brookfield Business Total Risk Alpha Peers Comparison
Brookfield Total Risk Alpha Relative To Other Indicators
Brookfield Business Partners is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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