ICL Israel Total Risk Alpha
| ICL Stock | | | USD 5.07 0.14 2.84% |
Technical inputs supporting the Total Risk Alpha indicator for ICL Israel Chemicals are shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners. ICL Israel has a market cap of 6.36 B, operating margin of 6.35%, current ratio of 1.65. Allocation context is available in
Risk vs Return Analysis. Monitoring ICL Israel Chemicals within a portfolio highlights how it interacts with other holdings. The relative size of each holding follows the selected allocation framework. Broader economic conditions can influence ICL Israel Chemicals's company valuation — related indicators include
signals in discontinued.
ICL Israel Chemicals has current Total Risk Alpha of 0.2665. 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] |
| = | 0.2665 | |
| ER[a] | = | Expected return on investing in ICL Israel |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ICL Israel |
| 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
ICL Israel Chemicals is rated
below average 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
48.66 per Total Risk Alpha. ICL Israel Chemicals's Maximum Drawdown registers at
48.66 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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