Lowes Companies Total Risk Alpha
| LOW Stock | | | USD 234.67 -1.36 -0.58% |
Historical market data for Lowes Companies forms the basis of the Total Risk Alpha indicator shown here. Market data gaps can influence the computed indicator values. Lowes Companies has a market cap of 132.4 B, operating margin of 8.56%, current ratio of 1.11. Allocation context is available in
Correlation Analysis. Tracking Lowes Companies in a portfolio provides context for performance attribution. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Lowes Companies's company valuation — related indicators include
signals in metropolitan statistical area.
Read more about Lowes Stock in our
How to Buy Lowes Stock guide. It covers account setup, order types, and timing considerations for Lowes Companies. It serves as a practical starting point for Lowes Stock research.
Lowes Companies has current Total Risk Alpha of 0.1485. 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] |
| = | 0.1485 | |
| ER[a] | = | Expected return on investing in Lowes Companies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lowes Companies |
| 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
Lowes Companies falls in the
fourth position for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
66.57 ratio of Maximum Drawdown to Total Risk Alpha. Lowes Companies's Maximum Drawdown exceeds Total Risk Alpha by a factor of
66.57 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Lowes Companies to Peers
Other Technical Indicators