Greene County Total Risk Alpha
| GCBC Stock | | | USD 22.16 0.41 1.89% |
The Total Risk Alpha indicator for Greene County is constructed from normalized market data. Values reflect historical observations within the available dataset. The depth of trading history affects the precision of the indicator. Greene County has a market cap of 377.14 M, operating margin of 52.13%, ROE of 14.53%. Portfolio-level context is available through
Risk vs Return Analysis. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. This view summarizes available data without implying outcomes. This suggests a position in Greene County Bancorp. The position sits 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 bureau of labor statistics.
Greene County Bancorp has current Total Risk Alpha of 0.0564. 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] |
| = | 0.0564 | |
| ER[a] | = | Expected return on investing in Greene County |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Greene County |
| 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
Greene County Bancorp is rated
below average 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
174.57 . The Maximum Drawdown to Total Risk Alpha ratio for Greene County Bancorp comes in at
174.57 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Greene County to Peers
Other Technical Indicators