ArborGen Holdings Total Risk Alpha
| RUBNF Stock | | | USD 0.05 0.00 0.00% |
The Total Risk Alpha calculation for ArborGen Holdings draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. ArborGen Holdings has a market cap of 66.79 M, operating margin of -3.57%, ROE of 0.4%. See
Your Equity Center for portfolio-level analysis. Allocation data is presented for contextual reference. Portfolio metrics are derived from available position data. All values are based on available data and provided as reference information. This includes a position in ArborGen Holdings Limited. The allocation reflects this within the position set. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
ArborGen Holdings Limited has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in ArborGen Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ArborGen Holdings |
| 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
ArborGen Holdings Limited is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare ArborGen Holdings to Peers
Other Technical Indicators