Mobix Labs Total Risk Alpha
| MOBX Stock | | | 0.73 0.0049 0.67% |
Mobix Labs total risk alpha lookup summarizes this and related technical indicators for Mobix Labs. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Mobix Labs has a market cap of 69.22 M, operating margin of -4.71%, ROE of -44.74%. Use
Correlation Analysis to explore allocation context. This includes a position in Mobix Labs inside the allocation 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 bureau of labor statistics.
For more detail on how to invest in Mobix Stock please use our
How to Invest in Mobix Labs guide.
Mobix Labs has current Total Risk Alpha of 10.18. 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] |
| = | 10.18 | |
| ER[a] | = | Expected return on investing in Mobix Labs |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Mobix Labs |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Mobix Labs Total Risk Alpha Peers Comparison
Mobix Total Risk Alpha Relative To Other Indicators
Mobix Labs ranks first in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
53.94 of Maximum Drawdown per Total Risk Alpha. At
53.94 , Mobix Labs'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.
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