Penske Automotive Total Risk Alpha
| PAG Stock | | | USD 148.89 0.78 0.53% |
Technical inputs supporting the Total Risk Alpha indicator for Penske Automotive Group are shown here. Coverage differences may occur across instruments and market segments. Penske Automotive has a market cap of 9.75 B, operating margin of 3.35%, current ratio of 0.98. Use
Your Equity Center to view allocation positioning. Including Penske Automotive Group in a portfolio enables allocation and risk analysis. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence Penske Automotive Group's company valuation — related indicators include
signals in nation.
Penske Automotive Group has current Total Risk Alpha of
-0.04. 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] |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Penske Automotive |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Penske Automotive |
| 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
Penske Automotive Group is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Penske Automotive to Peers
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