DBM Global Total Risk Alpha
| DBMGDelisted Stock | | | USD 75.00 0.00 0.00% |
The Total Risk Alpha profile for DBM Global is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. DBM Global has a market cap of 629.34 M, operating margin of 6.09%. Use
Investing Opportunities to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. This summary reflects available observations without forecasting intent. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in board of governors.
DBM Global has current Total Risk Alpha of 1.64. 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] |
| = | 1.64 | |
| ER[a] | = | Expected return on investing in DBM Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DBM Global |
| 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
DBM Global holds the top spot in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
29.81 Maximum Drawdown per unit of Total Risk Alpha. DBM Global carries a
29.81 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.
Other Technical Indicators