Cogeco Total Risk Alpha
| CGECF Stock | | | USD 53.46 1.06 2.02% |
Cogeco total risk alpha lookup summarizes this and related technical indicators for Cogeco Inc. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Cogeco has market cap of 721.72 M, P/E of 6.21, operating margin of 26.18%. Use
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Cogeco Inc has current Total Risk Alpha of 0.2699. 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] |
| = | 0.2699 | |
| ER[a] | = | Expected return on investing in Cogeco |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Cogeco |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Cogeco Total Risk Alpha Peers Comparison
Cogeco Total Risk Alpha Relative To Other Indicators
Cogeco Inc is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
31.62 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Cogeco Inc is roughly
31.62 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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