CAE Total Risk Alpha
| CAE Stock | | | CAD 37.51 1.90 5.34% |
The Total Risk Alpha signal for CAE Inc reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. CAE has a market cap of 12.07 B, operating margin of 13.62%, current ratio of 1.17. Use
Trending Equities to explore allocation context. CAE Inc can be tracked within a custom portfolio for ongoing monitoring. All values are presented as reference data. Broader economic conditions can influence CAE Inc's company valuation — related indicators include
signals in inflation.
CAE Inc has current Total Risk Alpha of 0.0958. 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] |
| = | 0.0958 | |
| ER[a] | = | Expected return on investing in CAE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CAE |
| 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
CAE Inc is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
92.25 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for CAE Inc sits at
92.25 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare CAE to Peers
Other Technical Indicators