Hoshizaki Total Risk Alpha
| HSHZY Stock | | | USD 8.73 0.00 0.00% |
The Total Risk Alpha profile for Hoshizaki is based on historical price and volume observations. Normalization methods and data feeds may affect reported values. Hoshizaki has a market cap of 5.03 B, operating margin of 8.69%, current ratio of 3.39. See
Risk vs Return Analysis for portfolio-level analysis. Tracking Hoshizaki in a portfolio helps measure its contribution to overall performance. All figures are based on reported data and are informational in nature. Broader economic conditions can influence Hoshizaki's company valuation — related indicators include
signals in nation.
Hoshizaki has current Total Risk Alpha of 0.1178. 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] |
| = | 0.1178 | |
| ER[a] | = | Expected return on investing in Hoshizaki |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Hoshizaki |
| 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
Hoshizaki is rated
fourth in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
83.65 of Maximum Drawdown per Total Risk Alpha. At
83.65 , Hoshizaki's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Hoshizaki to Peers
Other Technical Indicators