Centaur Media Total Risk Alpha
| CAUUF Stock | | | USD 0.63 0.00 0.00% |
The Total Risk Alpha signal for Centaur Media Plc reflects patterns observed in trading data. Availability can differ across markets, exchanges, and instruments. Centaur Media has a market cap of 70.47 M, operating margin of 7.41%, current ratio of 0.83. For allocation context, review
Trending Equities. Monitoring Centaur Media Plc within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence Centaur Media Plc's company valuation — related indicators include
signals in manufacturing.
Centaur Media Plc has current Total Risk Alpha of 1.01. 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] |
| = | 1.01 | |
| ER[a] | = | Expected return on investing in Centaur Media |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Centaur Media |
| 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
Centaur Media Plc ranks
fifth among pink sheets in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
35.25 Maximum Drawdown per unit of Total Risk Alpha. Centaur Media Plc carries a
35.25 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Centaur Media to Peers
Other Technical Indicators