Bath Body Total Risk Alpha
| BBWI Stock | | | USD 18.41 -0.16 -0.86% |
This dataset for Bath Body Works reflects inputs used in the Total Risk Alpha calculation. Data coverage may vary across sources and reporting intervals. Bath Body has a market cap of 3.97 B, operating margin of 22.54%, current ratio of 1.39. Review
Trending Equities for a broader allocation view. Bath Body Works can be included in a portfolio to evaluate diversification impact. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Bath Body Works's company valuation — related indicators include
signals in private.
Bath Body Works has current Total Risk Alpha of 0.2419. 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] |
| = | 0.2419 | |
| ER[a] | = | Expected return on investing in Bath Body |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bath Body |
| 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
Bath Body Works places
third for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
68.63 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
68.63 times for Bath Body Works
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Bath Body to Peers
Other Technical Indicators