Interactive Brokers Total Risk Alpha
| IBKR Stock | | | USD 66.19 -0.73 -1.09% |
The Total Risk Alpha technical lookup provides context for Interactive Brokers Group and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Interactive Brokers has a market cap of 112.52 B, operating margin of 78.8%, ROE of 23.51%. Review
Risk vs Return Analysis for broader portfolio context. This reflects a position in Interactive Brokers Group across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in industry.
Interactive Brokers Group has current Total Risk Alpha of 0.1682. 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] |
| = | 0.1682 | |
| ER[a] | = | Expected return on investing in Interactive Brokers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Interactive Brokers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Interactive Brokers Total Risk Alpha Peers Comparison
Interactive Total Risk Alpha Relative To Other Indicators
Interactive Brokers Group is ranked
third for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
70.26 against Total Risk Alpha. Maximum Drawdown runs about
70.26 times Total Risk Alpha for Interactive Brokers Group
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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