Gladstone Commercial Total Risk Alpha
| GOOD Stock | | | USD 11.34 0.07 0.62% |
This dataset for Gladstone Commercial reflects inputs used in the Total Risk Alpha calculation. Values are derived from historical price and volume observations. Gladstone Commercial has a market cap of 550.35 M, operating margin of 40.03%, current ratio of 6.16. Use
Risk vs Return Analysis to explore allocation context. Gladstone Commercial can be tracked within a custom portfolio for ongoing monitoring. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Gladstone Commercial's company valuation — related indicators include
signals in metropolitan statistical area.
Read more about Gladstone Stock in our
How to Buy Gladstone Stock guide. It covers account setup, order types, and timing considerations for Gladstone Commercial. It serves as a practical starting point for Gladstone Stock research.
Gladstone Commercial has current Total Risk Alpha of 0.1814. 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] |
| = | 0.1814 | |
| ER[a] | = | Expected return on investing in Gladstone Commercial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Gladstone Commercial |
| 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
Gladstone Commercial holds the
#3 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
44.82 . The Maximum Drawdown to Total Risk Alpha ratio for Gladstone Commercial comes in at
44.82 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Gladstone Commercial to Peers
Other Technical Indicators