Pilgrims Pride Total Risk Alpha
| PPC Stock | | | USD 35.23 -0.44 -1.23% |
The Total Risk Alpha profile for Pilgrims Pride Corp is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Pilgrims Pride has a market cap of 8.47 B, operating margin of 8.31%, ROE of 27.26%. See
Your Equity Center for additional portfolio context. The allocation summary reflects available position data. Portfolio metrics are derived from available position data. All values are presented as reference data. The portfolio reflects a holding in Pilgrims Pride Corp. The weighting is visible within the allocation breakdown. The relative size of each holding follows the allocation framework. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Pilgrims Pride Corp has current Total Risk Alpha of 0.0533. 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] |
| = | 0.0533 | |
| ER[a] | = | Expected return on investing in Pilgrims Pride |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Pilgrims Pride |
| 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
Pilgrims Pride Corp is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
143.95 . The Maximum Drawdown to Total Risk Alpha ratio for Pilgrims Pride Corp comes in at
143.95 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Pilgrims Pride to Peers
Other Technical Indicators