Garofalo Health Total Risk Alpha
| GHC Stock | | | EUR 4.41 0.01 0.23% |
This dataset for Garofalo Health Care reflects inputs used in the Total Risk Alpha calculation. Extended technical indicator views are accessible through
Equity Screeners. Garofalo Health has a market cap of 409.92 M, operating margin of 2.11%, current ratio of 1.02.
Risk vs Return Analysis can help frame allocation decisions. Garofalo Health Care can be included in a portfolio to evaluate diversification impact. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Garofalo Health Care's company valuation — related indicators include
signals in state.
Garofalo Health Care has current Total Risk Alpha of
-0.17. 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] |
| = | -0.17 | |
| ER[a] | = | Expected return on investing in Garofalo Health |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Garofalo Health |
| 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
Garofalo Health Care is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Garofalo Health to Peers
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