EPR Properties Total Risk Alpha
| EPR Stock | | | USD 50.35 0.71 1.43% |
The Total Risk Alpha calculation for EPR Properties draws on price and volume history. The depth of trading history affects the precision of the indicator. EPR Properties has a market cap of 3.8 B, operating margin of 52.92%, current ratio of 2.26. See
Investing Opportunities for portfolio-level analysis. Monitoring EPR Properties within a portfolio highlights how it interacts with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence EPR Properties's company valuation — related indicators include
signals in employment.
Researching EPR Stock? See our
How to Buy EPR Properties guide.
EPR Properties has current Total Risk Alpha of 0.1607. 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] |
| = | 0.1607 | |
| ER[a] | = | Expected return on investing in EPR Properties |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on EPR Properties |
| 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
EPR Properties 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
61.39 against Total Risk Alpha. Maximum Drawdown runs about
61.39 times Total Risk Alpha for EPR Properties
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare EPR Properties to Peers
Other Technical Indicators