Donaldson Total Risk Alpha
| DCI Stock | | | USD 83.65 -0.45 -0.54% |
The Total Risk Alpha indicator for Donaldson is constructed from normalized market data. Values reflect historical observations within the available dataset. Donaldson has a market cap of 9.69 B, operating margin of 13.57%, ROE of 24.27%. Review
Investing Opportunities for a broader allocation view. The allocation includes a position in Donaldson. The sizing of each position reflects the overall allocation strategy. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
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Donaldson has current Total Risk Alpha of 0.1077. 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] |
| = | 0.1077 | |
| ER[a] | = | Expected return on investing in Donaldson |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Donaldson |
| 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
Donaldson is rated
below average for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
143.77 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
143.77 times for Donaldson
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Donaldson to Peers
Other Technical Indicators