Logitech International Total Risk Alpha
| LOGI Stock | | | USD 92.75 -0.18 -0.19% |
Logitech International total risk alpha lookup summarizes this and related technical indicators for Logitech International SA. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Logitech International has a market cap of 13.67 B, operating margin of 20.24%, ROE of 32.07%. Use
Correlation Analysis to explore allocation context. This includes a position in Logitech International SA in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
Logitech International SA has current Total Risk Alpha of
-0.24. 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] |
| = | -0.24 | |
| ER[a] | = | Expected return on investing in Logitech International |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Logitech International |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Logitech International Total Risk Alpha Peers Comparison
Logitech Total Risk Alpha Relative To Other Indicators
Logitech International SA 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.
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