Core Scientific Total Risk Alpha
| CORZ Stock | | | USD 17.06 0.21 1.25% |
The Total Risk Alpha reading for Core Scientific Common is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data. Core Scientific has a market cap of 5.23 B, operating margin of -78.49%, current ratio of 0.17. For allocation context, review
Trending Equities. Portfolio tools allow users to monitor Core Scientific Common alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence Core Scientific Common's company valuation — related indicators include
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Core Scientific Common has current Total Risk Alpha of 0.7414. 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] |
| = | 0.7414 | |
| ER[a] | = | Expected return on investing in Core Scientific |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Core Scientific |
| 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
Core Scientific Common ranks first in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
27.84 of Maximum Drawdown per Total Risk Alpha. At
27.85 , Core Scientific Common's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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