Ryanair Holdings Total Risk Alpha
| RYAAY Stock | | | USD 63.94 0.05 0.08% |
Ryanair Holdings total risk alpha lookup summarizes this and related technical indicators for Ryanair Holdings PLC. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Ryanair Holdings has a market cap of 33.5 B, operating margin of 3.21%, ROE of 26.44%. Use
Your Equity Center to explore allocation context. This includes a position in Ryanair Holdings PLC within the portfolio 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 nation.
Ryanair Holdings PLC has current Total Risk Alpha of 0.0455. 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] |
| = | 0.0455 | |
| ER[a] | = | Expected return on investing in Ryanair Holdings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ryanair Holdings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ryanair Holdings Total Risk Alpha Peers Comparison
Ryanair Total Risk Alpha Relative To Other Indicators
Ryanair Holdings PLC is rated
below average. in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
207.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Ryanair Holdings PLC is roughly
207.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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