Delcath Systems Total Risk Alpha
| DCTH Stock | | | USD 9.20 0.22 2.45% |
The Total Risk Alpha profile for Delcath Systems is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Delcath Systems has a market cap of 317.12 M, operating margin of -10.54%, current ratio of 1.57. Review
Investing Opportunities for broader portfolio context. Delcath Systems can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence Delcath Systems's company valuation — related indicators include
signals in population.
For more information on Delcath Stock please use our
How to Invest in Delcath Systems overview. It covers the key aspects of trading Delcath Stock.
Delcath Systems has current Total Risk Alpha of 0.1281. 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] |
| = | 0.1281 | |
| ER[a] | = | Expected return on investing in Delcath Systems |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Delcath Systems |
| 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
Delcath Systems is rated
below average for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
140.84 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
140.84 times for Delcath Systems
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Delcath Systems to Peers
Other Technical Indicators