Bear Creek Total Risk Alpha
| BCM Stock | | | CAD 1.22 0.00 0.00% |
This technical indicator view for Total Risk Alpha organizes signals for Bear Creek Mining and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Review
Trending Equities to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in Bear Creek Mining 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.
Bear Creek Mining has current Total Risk Alpha of 2.26. 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] |
| = | 2.26 | |
| ER[a] | = | Expected return on investing in Bear Creek |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Bear Creek |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Bear Creek Total Risk Alpha Peers Comparison
Bear Total Risk Alpha Relative To Other Indicators
Bear Creek Mining ranks as the leading stock in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
20.56 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Bear Creek Mining is roughly
20.56 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.