Insight Molecular Total Risk Alpha
| IMDX Stock | | | 3.92 -0.46 -10.50% |
This module presents the Total Risk Alpha indicator for Insight Molecular Diagnostics using available market inputs. The underlying data comes from exchange-reported trading records. Coverage differences may occur across instruments and market segments. This dataset is part of a broader indicator framework including
Equity Screeners. Insight Molecular has a market cap of 112.44 M, operating margin of -29.5%, ROE of -236.03%. See
Risk vs Return Analysis for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. The holding in Insight Molecular Diagnostics represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Insight Molecular Diagnostics has current Total Risk Alpha of 0.4111. 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] |
| = | 0.4111 | |
| ER[a] | = | Expected return on investing in Insight Molecular |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Insight Molecular |
| 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
Insight Molecular Diagnostics is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
78.14 of Maximum Drawdown per Total Risk Alpha. At
78.14 , Insight Molecular Diagnostics'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 Insight Molecular to Peers
Other Technical Indicators