Innoviz Technologies Total Risk Alpha
| INVZ Stock | | | USD 0.64 -0.03 -4.46% |
Technical inputs supporting the Total Risk Alpha indicator for Innoviz Technologies are shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners. Innoviz Technologies has a market cap of 143.73 M, operating margin of -1.65%, current ratio of 8.29.
Risk vs Return Analysis can help frame allocation decisions. Innoviz Technologies can be evaluated within a portfolio framework for weight and risk impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence Innoviz Technologies's company valuation — related indicators include
signals in persons.
The fundamentals of trading Innoviz Stock are covered in our
How to Buy Innoviz Technologies walkthrough.
Innoviz Technologies has current Total Risk Alpha of
-0.31. 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] |
| = | -0.31 | |
| ER[a] | = | Expected return on investing in Innoviz Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Innoviz 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
Innoviz Technologies is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Innoviz Technologies to Peers
Other Technical Indicators