Diversified United Total Risk Alpha
| DUI Stock | | | 5.01 -0.03 -0.60% |
The Total Risk Alpha profile for Diversified United Investment is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. Diversified United has a market cap of 1.06 B, operating margin of 96.56%, ROE of 3.52%. See
Investing Opportunities for portfolio-level analysis. A position in Diversified United Investment is indicated here. This is part of the broader portfolio composition. 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.
Diversified United Investment has current Total Risk Alpha of 0.0519. 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] |
| = | 0.0519 | |
| ER[a] | = | Expected return on investing in Diversified United |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Diversified United |
| 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
Diversified United Investment is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
174.87 of Maximum Drawdown per Total Risk Alpha. For Diversified United Investment, Maximum Drawdown stands at
174.87 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Diversified United to Peers
Other Technical Indicators