Green Brick Total Risk Alpha
| GRBK Stock | | | USD 65.02 0.96 1.50% |
The Total Risk Alpha technical lookup provides context for Green Brick Partners and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Green Brick has a market cap of 2.83 B, operating margin of 18.73%, ROE of 18.92%. See
Risk vs Return Analysis for portfolio-level analysis. This reflects a position in Green Brick Partners in the portfolio 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 bureau of labor statistics.
Green Brick Partners has current Total Risk Alpha of 0.1505. 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] |
| = | 0.1505 | |
| ER[a] | = | Expected return on investing in Green Brick |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Green Brick |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Green Brick Total Risk Alpha Peers Comparison
Green Total Risk Alpha Relative To Other Indicators
Green Brick Partners carries a
third ranking for total risk alpha within its peer group. It is currently under evaluation for maximum drawdown within its peer group where Maximum Drawdown runs almost
80.31 per Total Risk Alpha. Green Brick Partners's Maximum Drawdown registers at
80.31 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.