GCL Global Total Risk Alpha
| GCL Stock | | | 0.57 -0.07 -10.94% |
This module presents the Total Risk Alpha indicator for GCL Global Holdings using available market inputs. The indicator computation uses normalized market activity data. GCL Global has a market cap of 70.13 M, operating margin of -6.71%, ROE of 1.17%. Review
Risk vs Return Analysis for a broader allocation view. Portfolio composition is shown for contextual purposes. The allocation view reflects recorded position information. No forward-looking guarantees are expressed or implied by this data. A position in GCL Global Holdings appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. The dataset reflects available inputs without directional implication. 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.
GCL Global Holdings has current Total Risk Alpha of 0.3255. 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] |
| = | 0.3255 | |
| ER[a] | = | Expected return on investing in GCL Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GCL Global |
| 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
GCL Global Holdings is rated
below average for total risk alpha within its peer group. It is currently under evaluation for maximum drawdown within its peer group where Maximum Drawdown runs almost
151.99 per Total Risk Alpha. GCL Global Holdings's Maximum Drawdown registers at
151.99 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare GCL Global to Peers
Other Technical Indicators