Emerson Electric Total Risk Alpha
| EMR Stock | | | USD 132.24 0.06 0.05% |
The Total Risk Alpha technical lookup provides context for Emerson Electric and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Emerson Electric has a market cap of 74.36 B, operating margin of 24.6%, ROE of 9.65%. Review
Investing Opportunities for broader portfolio context. This reflects a position in Emerson Electric within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
Before investing in Emerson Stock, review our
How to Buy Emerson Electric guide for key considerations.
Emerson Electric has current Total Risk Alpha of 0.104. 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] |
| = | 0.104 | |
| ER[a] | = | Expected return on investing in Emerson Electric |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Emerson Electric |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Emerson Electric Total Risk Alpha Peers Comparison
Emerson Total Risk Alpha Relative To Other Indicators
Emerson Electric is rated
below average for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
109.97 against Total Risk Alpha. Maximum Drawdown runs about
109.97 times Total Risk Alpha for Emerson Electric
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.