Dream Impact Total Risk Alpha
| MPCT-UN Stock | | | CAD 1.56 -0.14 -8.24% |
This technical indicator view for Total Risk Alpha organizes signals for Dream Impact Trust and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Dream Impact has a market cap of 29.67 M, operating margin of 142.29%, ROE of -14.39%. Review
Correlation Analysis for broader portfolio context. This includes a position in Dream Impact Trust 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 metropolitan statistical area.
Dream Impact Trust has current Total Risk Alpha of 0.6013. 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] |
| = | 0.6013 | |
| ER[a] | = | Expected return on investing in Dream Impact |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Dream Impact |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Dream Impact Total Risk Alpha Peers Comparison
Dream Total Risk Alpha Relative To Other Indicators
Dream Impact Trust lands at
#4 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
40.12 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for Dream Impact Trust sits at
40.12 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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