Benchmark Electronics Total Risk Alpha
| BHE Stock | | | USD 54.03 -2.02 -3.60% |
The Total Risk Alpha profile for Benchmark Electronics is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners. Benchmark Electronics has a market cap of 1.93 B, operating margin of 3.29%, ROE of 2.26%. Review
Trending Equities for a broader allocation view. Current allocation data is available for review. Allocation context is based on the most recent position data. This captures an allocation to Benchmark Electronics. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. This overview is based on available data and does not express a directional view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in rate.
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Benchmark Electronics has current Total Risk Alpha of 0.4807. 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] |
| = | 0.4807 | |
| ER[a] | = | Expected return on investing in Benchmark Electronics |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Benchmark Electronics |
| 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
Benchmark Electronics holds the
#5 position for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
16.91 . The Maximum Drawdown to Total Risk Alpha ratio for Benchmark Electronics comes in at
16.91 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Benchmark Electronics to Peers
Other Technical Indicators