DIRTT Environmental Total Risk Alpha
| DRT Stock | | | CAD 0.88 -0.02 -2.22% |
The Total Risk Alpha lookup presents technical context for DIRTT Environmental Solutions and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. DIRTT Environmental has market cap of 170.2 M, P/E of 116.86, operating margin of 3.83%.
Investing Opportunities can help frame allocation decisions. The allocation includes a position in DIRTT Environmental Solutions inside the allocation 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.
DIRTT Environmental Solutions has current Total Risk Alpha of
-0.11. 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] |
| = | -0.11 | |
| ER[a] | = | Expected return on investing in DIRTT Environmental |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DIRTT Environmental |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
DIRTT Environmental Total Risk Alpha Peers Comparison
DIRTT Total Risk Alpha Relative To Other Indicators
DIRTT Environmental Solutions is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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