Porsche Automobile Total Risk Alpha
| POAHY Stock | | | USD 3.75 -0.06 -1.57% |
Porsche Automobile total risk alpha lookup summarizes this and related technical indicators for Porsche Automobile Holding. Availability can vary by instrument;
Equity Screeners offers additional screening access. Porsche Automobile has a market cap of 18.76 B, ROE of 11.26%. Use
Your Equity Center to explore allocation context. This includes a position in Porsche Automobile Holding within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in rate.
Porsche Automobile Holding has current Total Risk Alpha of
-0.24. 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] |
| = | -0.24 | |
| ER[a] | = | Expected return on investing in Porsche Automobile |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Porsche Automobile |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Porsche Automobile Total Risk Alpha Peers Comparison
Porsche Total Risk Alpha Relative To Other Indicators
Porsche Automobile Holding is rated
below average. in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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