Mccoy Global Total Risk Alpha
| MCB Stock | | | CAD 2.25 -0.06 -2.60% |
The Total Risk Alpha profile for Mccoy Global is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Mccoy Global has a market cap of 60.36 M, operating margin of 26.41%, current ratio of 3.02.
Correlation Analysis adds portfolio-level perspective. Mccoy Global can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence Mccoy Global's company valuation — related indicators include
signals in state.
Mccoy Global has current Total Risk Alpha of 0.0538. 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] |
| = | 0.0538 | |
| ER[a] | = | Expected return on investing in Mccoy Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Mccoy Global |
| 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
Mccoy Global is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
434.42 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for Mccoy Global sits at
434.42 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Mccoy Global to Peers
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