Grupo Mexicano Total Risk Alpha
| GMXDF Pink Sheet | | | USD 0.02 0.00 0.00% |
The Total Risk Alpha reading for Grupo Mexicano de is computed from historical trading observations. Normalization methods and data feeds may affect reported values. Grupo Mexicano has a market cap of 944, operating margin of 25.33%, current ratio of 1.06. Use
Risk vs Return Analysis to explore allocation context. Grupo Mexicano de can be tracked within a custom portfolio for ongoing monitoring. All values are based on available data and provided as reference information. Broader economic conditions can influence Grupo Mexicano de's company valuation — related indicators include
signals in discontinued.
Grupo Mexicano de has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in Grupo Mexicano |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Grupo Mexicano |
| 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
Grupo Mexicano de 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 Grupo Mexicano to Peers