Direct Finance Total Risk Alpha
| DIFI Stock | | | ILS 49,140 -560.00 -1.13% |
Direct Finance total risk alpha lookup summarizes this and related technical indicators for Direct Finance TA. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Direct Finance has a market cap of 1.7 B, operating margin of 59.36%, ROE of 24.38%. Use
Investing Opportunities to explore allocation context. This includes a position in Direct Finance TA 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.
Direct Finance TA has current Total Risk Alpha of
-0.23. 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] |
| = | -0.23 | |
| ER[a] | = | Expected return on investing in Direct Finance |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Direct Finance |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Direct Finance Total Risk Alpha Peers Comparison
Direct Total Risk Alpha Relative To Other Indicators
Direct Finance TA is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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