D2L Total Risk Alpha
| DTOL Stock | | | 7.99 -0.39 -4.65% |
Observed values used in the Total Risk Alpha indicator for D2L Inc are included in this dataset. The information is based on observed market data across timeframes. D2L has a market cap of 436.79 M, operating margin of 6.65%, ROE of 40.21%. See
Investing Opportunities for portfolio-level analysis. Portfolio positioning is summarized for reference. The portfolio reflects a holding in D2L Inc. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. 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.
D2L Inc has current Total Risk Alpha of
-0.51. 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] |
| = | -0.51 | |
| ER[a] | = | Expected return on investing in D2L |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on D2L |
| 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
D2L Inc is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare D2L to Peers
Other Technical Indicators