Henry Schein Total Risk Alpha
| HSIC Stock | | | USD 72.29 -0.39 -0.54% |
This module presents the Total Risk Alpha indicator for Henry Schein using available market inputs. This dataset is part of a broader indicator framework including
Equity Screeners. Henry Schein has a market cap of 8.51 B, operating margin of 5.3%, ROE of 8.7%. See
Risk vs Return Analysis for portfolio-level analysis. This suggests a position in Henry Schein. This appears 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 gross domestic product.
New to investing in Henry Stock? Start with our
How to Buy Henry Stock step-by-step guide. It provides a clear overview of how to add Henry Schein to your portfolio. It is a useful companion to the data and analysis available on this page for Henry Stock.
Henry Schein has current Total Risk Alpha of 0.1024. 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] |
| = | 0.1024 | |
| ER[a] | = | Expected return on investing in Henry Schein |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Henry Schein |
| 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
Henry Schein is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
73.47 . The Maximum Drawdown to Total Risk Alpha ratio for Henry Schein comes in at
73.47 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Henry Schein to Peers
Other Technical Indicators