Rogers Total Risk Alpha
| ROG Stock | | | USD 105.11 0.10 0.1% |
This technical indicator view for Total Risk Alpha organizes signals for Rogers and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Rogers has a market cap of 1.87 B, operating margin of 7.44%, ROE of -5.05%. See
Your Equity Center for portfolio-level analysis. This suggests a position in Rogers inside the allocation mix. 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.
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Rogers has current Total Risk Alpha of 0.3516. 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] |
| = | 0.3516 | |
| ER[a] | = | Expected return on investing in Rogers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Rogers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Rogers Total Risk Alpha Peers Comparison
Rogers Total Risk Alpha Relative To Other Indicators
Rogers is evaluated as
fourth in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
29.21 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Rogers is roughly
29.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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