FIBRA Prologis Total Risk Alpha
| FBBPF Stock | | | USD 4.25 -0.06 -1.39% |
The Total Risk Alpha technical lookup provides context for FIBRA Prologis and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. FIBRA Prologis has a market cap of 3.4 B, operating margin of 64.12%, ROE of 23.15%. Review
Investing Opportunities for broader portfolio context. This suggests a position in FIBRA Prologis across the allocation. 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.
FIBRA Prologis has current Total Risk Alpha of 0.4367. 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] |
| = | 0.4367 | |
| ER[a] | = | Expected return on investing in FIBRA Prologis |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on FIBRA Prologis |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
FIBRA Prologis Total Risk Alpha Peers Comparison
FIBRA Total Risk Alpha Relative To Other Indicators
FIBRA Prologis ranks
second among pink sheets in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
43.65 Maximum Drawdown per unit of Total Risk Alpha. FIBRA Prologis carries a
43.65 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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