Home Federal Total Risk Alpha
| HFBL Stock | | | USD 17.48 -0.08 -0.46% |
The Total Risk Alpha indicator for Home Federal is constructed from normalized market data. All inputs reflect available trading data across supported markets. Some instruments may report limited inputs depending on trading history. Home Federal has a market cap of 47.1 M, operating margin of 37.1%, ROE of 8.2%. Allocation context is available in
Risk vs Return Analysis. Portfolio composition is shown for contextual purposes. The summary draws on available position and value data. This summary reflects available observations without forecasting intent. A position in Home Federal Bancorp is indicated here. This is part of the broader portfolio composition. Position allocation is driven by the portfolio construction model. 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.
Home Federal Bancorp has current Total Risk Alpha of 0.5901. 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] |
| = | 0.5901 | |
| ER[a] | = | Expected return on investing in Home Federal |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Home Federal |
| 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
Home Federal Bancorp sits atop the peer group 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
36.86 per Total Risk Alpha. Home Federal Bancorp's Maximum Drawdown registers at
36.86 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Home Federal to Peers
Other Technical Indicators