Jushi Holdings Total Risk Alpha
| JUSHF Stock | | | USD 0.45 -0.06 -11.76% |
Observed values used in the Total Risk Alpha indicator for Jushi Holdings are included in this dataset. The information is based on observed market data across timeframes. Data coverage may vary across sources and reporting intervals. Jushi Holdings has a market cap of 146.11 M, operating margin of -19.67%, ROE of -30.17%. Review
Risk vs Return Analysis for broader portfolio context. The overview captures current portfolio composition. A position in Jushi Holdings is indicated here. It is reflected in the overall portfolio structure. Position weights are derived from the portfolio construction methodology. 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 rate.
Jushi Holdings has current Total Risk Alpha of 0.7489. 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] |
| = | 0.7489 | |
| ER[a] | = | Expected return on investing in Jushi Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Jushi Holdings |
| 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
Jushi Holdings ranks
third among otc stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
78.94 Maximum Drawdown per unit of Total Risk Alpha. Jushi Holdings carries a
78.94 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Jushi Holdings to Peers
Other Technical Indicators