Beazer Homes Total Risk Alpha
| BZH Stock | | | USD 18.65 -1.03 -5.23% |
The Total Risk Alpha profile for Beazer Homes USA 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. Beazer Homes has a market cap of 550.32 M, operating margin of -8.11%, ROE of 0.81%. Allocation context is available in
Trending Equities. The portfolio view reflects current allocation structure. The data reflects holdings as of the most recent update. This reflects a position in Beazer Homes USA. This is situated within the portfolio mix. The allocation framework shapes how individual positions are weighted. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Beazer Homes USA has current Total Risk Alpha of 0.1273. 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] |
| = | 0.1273 | |
| ER[a] | = | Expected return on investing in Beazer Homes |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Beazer Homes |
| 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
Beazer Homes USA places
fourth for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
155.36 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
155.36 times for Beazer Homes USA
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Beazer Homes to Peers
Other Technical Indicators