Lamar Advertising Total Risk Alpha
| LAMR Stock | | | USD 124.57 -2.84 -2.23% |
This dataset for Lamar Advertising reflects inputs used in the Total Risk Alpha calculation. Data availability for the calculation period determines indicator completeness. Lamar Advertising has a market cap of 12.62 B, operating margin of 32.93%, ROE of 57.22%. See
Correlation Analysis for additional portfolio context. A position in Lamar Advertising appears within the mix. The allocation reflects this within the position set. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
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Lamar Advertising has current Total Risk Alpha of 0.15. 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] |
| = | 0.15 | |
| ER[a] | = | Expected return on investing in Lamar Advertising |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lamar Advertising |
| 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
Lamar Advertising is rated
below average for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
33.29 against Total Risk Alpha. Maximum Drawdown runs about
33.29 times Total Risk Alpha for Lamar Advertising
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Lamar Advertising to Peers
Other Technical Indicators