Infineon Technologies Total Risk Alpha
| IFNNY Stock | | | USD 42.89 -0.55 -1.27% |
The Total Risk Alpha reading for Infineon Technologies AG is computed from historical trading observations. Values reflect historical observations within the available dataset. Normalization methods and data feeds may affect reported values. Broader indicator relationships are reflected within
Equity Screeners. Infineon Technologies has a market cap of 50.59 B, operating margin of 22.81%, ROE of 18.19%. Review
Risk vs Return Analysis for broader portfolio context. The portfolio view reflects current allocation structure. The holding in Infineon Technologies AG represents an allocation. It is represented within the portfolio holdings. Position allocation is driven by the portfolio construction model. No forward-looking guarantees are expressed or implied by this data. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Infineon Technologies AG has current Total Risk Alpha of 0.3765. 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] |
| = | 0.3765 | |
| ER[a] | = | Expected return on investing in Infineon Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Infineon Technologies |
| 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
Infineon Technologies AG is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
32.76 of Maximum Drawdown per Total Risk Alpha. At
32.76 , Infineon Technologies AG'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 Infineon Technologies to Peers
Other Technical Indicators