KB Home Total Risk Alpha
| KBH Stock | | | USD 51.15 -1.35 -2.57% |
This module presents the Total Risk Alpha indicator for KB Home using available market inputs. The indicator computation uses normalized market activity data. KB Home has a market cap of 3.23 B, operating margin of 8.35%, ROE of 10.77%. Review
Correlation Analysis for a broader allocation view. Current allocation data is available for review. Allocation context is based on the most recent position data. The data shown is informational and should not be interpreted as guidance. The portfolio reflects a holding in KB Home. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
For more detail on how to invest in KBH Stock please use our
How to Invest in KB Home guide.
KB Home has current Total Risk Alpha of
-0.06. 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] |
| = | -0.06 | |
| ER[a] | = | Expected return on investing in KB Home |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KB Home |
| 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
KB Home is rated
below average for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare KB Home to Peers
Other Technical Indicators