Flux Power Total Risk Alpha
| FLUX Stock | | | USD 1.21 -0.02 -1.63% |
Historical market data for Flux Power Holdings forms the basis of the Total Risk Alpha indicator shown here. The calculation draws on time-series market data across available periods. Coverage may vary depending on data availability and normalization methods. Flux Power has a market cap of 26.25 M, operating margin of 5.63%, ROE of -2.12%. Review
Investing Opportunities for a broader allocation view. Current allocation data is available for review. Allocation context is based on the most recent position data. The dataset reflects available inputs without directional implication. This reflects a position in Flux Power Holdings. It is distributed 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 persons.
Flux Power Holdings has current Total Risk Alpha of 0.8657. 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] |
| = | 0.8657 | |
| ER[a] | = | Expected return on investing in Flux Power |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Flux Power |
| 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
Flux Power Holdings is rated
second in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
36.62 of Maximum Drawdown per Total Risk Alpha. At
36.62 , Flux Power Holdings's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Flux Power to Peers
Other Technical Indicators