Plains All Total Risk Alpha
| PAA Stock | | | USD 22.22 0.44 2.02% |
The Total Risk Alpha calculation for Plains All draws on price and volume history. Each data point is derived from standardized price and volume feeds. Plains All has a market cap of 15.29 B, operating margin of 3.46%, current ratio of 0.97. Review
Your Equity Center for a broader allocation view. Plains All American can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Plains All American's company valuation — related indicators include
signals in nation.
Plains All American has current Total Risk Alpha of 0.4477. 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] |
| = | 0.4477 | |
| ER[a] | = | Expected return on investing in Plains All |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Plains All |
| 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
Plains All American is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
11.49 of Maximum Drawdown per Total Risk Alpha. At
11.49 , Plains All American'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.
Compare Plains All to Peers
Other Technical Indicators