GPT Total Risk Alpha
| GPTGF Stock | | | USD 3.54 -0.04 -1.12% |
The Total Risk Alpha reading for GPT Group is computed from historical trading observations. Values reflect historical observations within the available dataset. GPT has a market cap of 6.17 B, operating margin of 54.92%, ROE of 10.25%. Review
Risk vs Return Analysis for a broader allocation view. Current allocation data is available for review. This suggests a position in GPT Group. This appears in the portfolio view. Position weights are derived from the portfolio construction methodology. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
GPT Group has current Total Risk Alpha of 0.2333. 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] |
| = | 0.2333 | |
| ER[a] | = | Expected return on investing in GPT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GPT |
| 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
GPT Group is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
64.41 Maximum Drawdown per unit of Total Risk Alpha. GPT Group carries a
64.41 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 GPT to Peers
Other Technical Indicators