Clarke Total Risk Alpha vs. Kurtosis
| CKI Stock | | | CAD 21.45 0.45 2.14% |
The this indicator technical lookup provides context for Clarke Inc and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Clarke has a market cap of 292.79 M, operating margin of 9.1%, ROE of 4.62%. Review
Trending Equities for broader portfolio context. This reflects a position in Clarke Inc within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Clarke Inc has current Total Risk Alpha of 0.0048. 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] |
| = | 0.0048 | |
| ER[a] | = | Expected return on investing in Clarke |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Clarke |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Clarke Total Risk Alpha Peers Comparison
Clarke Total Risk Alpha Relative To Other Indicators
Clarke Inc is rated
below average. in total risk alpha category among its top competitors. It is currently under evaluation. in kurtosis category among its top competitors making up about
741.96 of Kurtosis per Total Risk Alpha. The ratio of Kurtosis to Total Risk Alpha for Clarke Inc is roughly
741.96 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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