Logistic Properties Total Risk Alpha
| LPA Stock | | | 2.87 0.14 5.13% |
The Total Risk Alpha indicator for Logistic Properties of is derived from observed market data. The dataset is based on observed market activity where data is available. Logistic Properties has a market cap of 86.32 M, operating margin of 54.18%, ROE of 5.41%. Use
Correlation Analysis to explore allocation context. This suggests a position in Logistic Properties of. This appears 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 employment.
Logistic Properties of has current Total Risk Alpha of 0.4258. 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] |
| = | 0.4258 | |
| ER[a] | = | Expected return on investing in Logistic Properties |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Logistic Properties |
| 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
Logistic Properties of is rated
fifth in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
37.21 of Maximum Drawdown per Total Risk Alpha. At
37.21 , Logistic Properties of's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Logistic Properties to Peers
Other Technical Indicators