RPC Total Risk Alpha
| RES Stock | | | USD 6.83 -0.02 -0.29% |
The Total Risk Alpha signal for RPC Inc reflects patterns observed in trading data. All values reflect available price and volume data across reporting intervals. RPC has a market cap of 1.51 B, operating margin of 0.94%, ROE of 2.95%. See
Your Equity Center for portfolio-level analysis. Allocation data is presented for contextual reference. The portfolio reflects a holding in RPC Inc. The position falls 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 unemployment.
RPC Inc has current Total Risk Alpha of 0.7206. 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] |
| = | 0.7206 | |
| ER[a] | = | Expected return on investing in RPC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on RPC |
| 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
RPC Inc is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
31.56 of Maximum Drawdown per Total Risk Alpha. For RPC Inc, Maximum Drawdown stands at
31.56 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare RPC to Peers
Other Technical Indicators