GameStop Corp Total Risk Alpha
| GS2C Stock | | | EUR 20.59 -0.38 -1.81% |
GameStop Corp total risk alpha lookup summarizes this and related technical indicators for GameStop Corp. Coverage varies by data normalization and availability; see
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Risk vs Return Analysis to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in GameStop Corp within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
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GameStop Corp has current Total Risk Alpha of 0.1246. 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] |
| = | 0.1246 | |
| ER[a] | = | Expected return on investing in GameStop Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GameStop Corp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GameStop Corp Total Risk Alpha Peers Comparison
GameStop Total Risk Alpha Relative To Other Indicators
GameStop Corp is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
144.44 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for GameStop Corp is roughly
144.44 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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