OC Oerlikon Total Risk Alpha
| OERL Stock | | | CHF 3.78 0.01 0.27% |
The Total Risk Alpha calculation for OC Oerlikon draws on price and volume history. The depth of trading history affects the precision of the indicator. OC Oerlikon has a market cap of 1.27 B, operating margin of 3.07%, current ratio of 1.44. Allocation context is available in
Your Equity Center. Tracking OC Oerlikon Corp in a portfolio helps measure its contribution to overall performance. The information is presented without directional commentary. Broader economic conditions can influence OC Oerlikon Corp's company valuation — related indicators include
signals in inflation.
OC Oerlikon Corp has current Total Risk Alpha of 0.4652. 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] |
| = | 0.4652 | |
| ER[a] | = | Expected return on investing in OC Oerlikon |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on OC Oerlikon |
| 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
OC Oerlikon Corp stands at number one for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
45.89 ratio of Maximum Drawdown to Total Risk Alpha. OC Oerlikon Corp's Maximum Drawdown exceeds Total Risk Alpha by a factor of
45.89 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare OC Oerlikon to Peers
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