Forestar Total Risk Alpha
| FOR Stock | | | USD 25.07 -0.22 -0.87% |
This technical indicator view for Total Risk Alpha organizes signals for Forestar Group and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Forestar has a market cap of 1.28 B, operating margin of 6.78%, ROE of 9.81%. See
Investing Opportunities for portfolio-level analysis. This suggests a position in Forestar Group inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Forestar Group has current Total Risk Alpha of 0.0072. 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] |
| = | 0.0072 | |
| ER[a] | = | Expected return on investing in Forestar |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Forestar |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Forestar Total Risk Alpha Peers Comparison
Forestar Total Risk Alpha Relative To Other Indicators
Forestar Group is rated
below average. in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
1,676 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Forestar Group is roughly
1,676 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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