Generac Holdings Total Risk Alpha
| GNRC Stock | | | USD 200.53 -3.57 -1.75% |
This technical indicator view for Total Risk Alpha organizes signals for Generac Holdings and comparable instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Generac Holdings has a market cap of 11.77 B, operating margin of -0.85%, ROE of 6.28%. See
Risk vs Return Analysis for portfolio-level analysis. This suggests a position in Generac Holdings within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in real.
Our
How to Buy Generac Stock guide explains the steps to invest in Generac Holdings stock.
Generac Holdings has current Total Risk Alpha of 0.5563. 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] |
| = | 0.5563 | |
| ER[a] | = | Expected return on investing in Generac Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Generac Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Generac Holdings Total Risk Alpha Peers Comparison
Generac Total Risk Alpha Relative To Other Indicators
Generac Holdings holds the
#2 position 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
44.38 . The Maximum Drawdown to Total Risk Alpha ratio for Generac Holdings comes in at
44.38 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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