LivePerson Total Risk Alpha
| LPSN Stock | | | USD 2.66 -0.03 -1.12% |
The Total Risk Alpha lookup presents technical context for LivePerson and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. LivePerson has a market cap of 31.52 M, operating margin of 5.83%, ROE of -5.99%.
Correlation Analysis can help frame allocation decisions. The allocation includes a position in LivePerson within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
To understand the process of investing in LivePerson Stock, visit our
How to Invest in LivePerson guide.
LivePerson has current Total Risk Alpha of
-0.71. 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] |
| = | -0.71 | |
| ER[a] | = | Expected return on investing in LivePerson |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on LivePerson |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
LivePerson Total Risk Alpha Peers Comparison
LivePerson Total Risk Alpha Relative To Other Indicators
LivePerson is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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