Golub Capital Total Risk Alpha
| GBDC Stock | | | USD 12.35 -0.20 -1.59% |
Observed values used in the Total Risk Alpha indicator for Golub Capital BDC are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Golub Capital has a market cap of 3.25 B, operating margin of 78.29%, ROE of 8.34%. For allocation context, review
Risk vs Return Analysis. Allocation details are provided as informational context. Allocation context is based on the most recent position data. The information is presented without directional commentary. This includes a position in Golub Capital BDC. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Golub Capital BDC has current Total Risk Alpha of 0.0603. 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] |
| = | 0.0603 | |
| ER[a] | = | Expected return on investing in Golub Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Golub Capital |
| 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
Golub Capital BDC holds the
#5 position for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
126.66 . The Maximum Drawdown to Total Risk Alpha ratio for Golub Capital BDC comes in at
126.66 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Golub Capital to Peers
Other Technical Indicators