Huntington Ingalls Total Risk Alpha
| HII Stock | | | USD 407.98 -10.44 -2.50% |
The Total Risk Alpha indicator for Huntington Ingalls is constructed from normalized market data. Values reflect historical observations within the available dataset. Huntington Ingalls has a market cap of 16.01 B, operating margin of 5.93%, ROE of 12.42%.
Risk vs Return Analysis can help frame allocation decisions. The view reflects the current state of portfolio allocation. The view is constructed from recorded portfolio positions. This includes a position in Huntington Ingalls Industries. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. The information is presented without directional commentary. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in gross domestic product.
Huntington Ingalls Industries has current Total Risk Alpha of 0.6906. 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] |
| = | 0.6906 | |
| ER[a] | = | Expected return on investing in Huntington Ingalls |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Huntington Ingalls |
| 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
Huntington Ingalls Industries places
third for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
24.28 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
24.28 times for Huntington Ingalls Industries
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Huntington Ingalls to Peers
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