Great Eagle Total Risk Alpha
| GEAHF Stock | | | USD 2.00 -0.50 -20.00% |
The Total Risk Alpha reading for Great Eagle Holdings is computed from historical trading observations. Broader indicator relationships are reflected within
Equity Screeners. Great Eagle has a market cap of 1.79 B, operating margin of 24.86%, ROE of 0.73%. Review
Risk vs Return Analysis for a broader allocation view. This reflects a position in Great Eagle Holdings. This is situated within the portfolio 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 rate.
Great Eagle Holdings has current Total Risk Alpha of 0.5718. 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] |
| = | 0.5718 | |
| ER[a] | = | Expected return on investing in Great Eagle |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Great Eagle |
| 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
Great Eagle Holdings holds the top spot in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
62.59 Maximum Drawdown per unit of Total Risk Alpha. Great Eagle Holdings carries a
62.59 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Great Eagle to Peers
Other Technical Indicators