Boardwalk Real Total Risk Alpha
| BEI-UN Stock | | | CAD 62.41 -0.60 -0.95% |
This module presents the Total Risk Alpha indicator for Boardwalk Real Estate using available market inputs. The underlying data comes from exchange-reported trading records. Boardwalk Real has a market cap of 3.36 B, operating margin of 58.37%, ROE of 4.04%. Use
Trending Equities to view allocation positioning. Current allocation data is available for review. A position in Boardwalk Real Estate is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. 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.
Boardwalk Real Estate has current Total Risk Alpha of 0.196. 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] |
| = | 0.196 | |
| ER[a] | = | Expected return on investing in Boardwalk Real |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Boardwalk Real |
| 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
Boardwalk Real Estate is rated
fourth in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
25.98 of Maximum Drawdown per Total Risk Alpha. At
25.98 , Boardwalk Real Estate's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Boardwalk Real to Peers
Other Technical Indicators