JonDeTech Sensors Total Risk Alpha
| JDT Stock | | | 0.46 -0.02 -4.17% |
The Total Risk Alpha lookup presents technical context for JonDeTech Sensors and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. JonDeTech Sensors has a market cap of 40.55 M, operating margin of -3.4%, ROE of -88.23%.
Risk vs Return Analysis can help frame allocation decisions. The allocation includes a position in JonDeTech Sensors inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
JonDeTech Sensors has current Total Risk Alpha of
-0.17. 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] |
| = | -0.17 | |
| ER[a] | = | Expected return on investing in JonDeTech Sensors |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JonDeTech Sensors |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JonDeTech Sensors Total Risk Alpha Peers Comparison
JonDeTech Total Risk Alpha Relative To Other Indicators
JonDeTech Sensors maintains a
third standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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