McGraw Hill Total Risk Alpha
| MH Stock | | | 13.59 -0.25 -1.81% |
Reference data associated with the Total Risk Alpha technical indicator for McGraw Hill. Certain instruments may report limited data depending on market coverage.
McGraw Hill has current Total Risk Alpha of
-0.14. 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] |
| = | -0.14 | |
| ER[a] | = | Expected return on investing in McGraw Hill |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on McGraw Hill |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
McGraw Hill Total Risk Alpha Peers Comparison
McGraw Total Risk Alpha Relative To Other Indicators
McGraw Hill 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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