One Stop Total Risk Alpha
| OSS Stock | | | USD 8.82 -1.45 -14.12% |
Technical inputs supporting the Total Risk Alpha indicator for One Stop Systems are shown here. The information is based on observed market data across timeframes. Coverage differences may occur across instruments and market segments. One Stop has a market cap of 275.55 M, operating margin of 3.04%, ROE of -24.26%. See
Your Equity Center for portfolio-level analysis. Allocation data is presented for contextual reference. Portfolio metrics are derived from available position data. The allocation shows a weighting toward One Stop Systems. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
One Stop Systems has current Total Risk Alpha of 1.6. 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] |
| = | 1.6 | |
| ER[a] | = | Expected return on investing in One Stop |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on One Stop |
| 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
One Stop Systems maintains a
second standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
24.84 of Maximum Drawdown per Total Risk Alpha. For One Stop Systems, Maximum Drawdown stands at
24.84 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare One Stop to Peers
Other Technical Indicators