RBC Bearings Total Risk Alpha
| RBC Stock | | | USD 537.20 6.09 1.15% |
The Total Risk Alpha indicator for RBC Bearings is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. RBC Bearings has a market cap of 16.99 B, operating margin of 22.44%, current ratio of 2.77. Use
Your Equity Center to view allocation positioning. RBC Bearings Incorporated can be added to a watchlist or portfolio for position tracking. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence RBC Bearings Incorporated's company valuation — related indicators include
signals in bureau of labor statistics.
RBC Bearings Incorporated has current Total Risk Alpha of 0.3821. 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] |
| = | 0.3821 | |
| ER[a] | = | Expected return on investing in RBC Bearings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RBC Bearings |
| 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
RBC Bearings Incorporated holds the
#2 position 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
19.30 . The Maximum Drawdown to Total Risk Alpha ratio for RBC Bearings Incorporated comes in at
19.30 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare RBC Bearings to Peers
Other Technical Indicators