Stack Capital Total Risk Alpha
| STCK Stock | | | 19.40 -0.05 -0.26% |
This technical indicator view for Total Risk Alpha organizes signals for Stack Capital Group and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Review
World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Stack Capital Group 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 inflation.
Stack Capital Group has current Total Risk Alpha of 0.6644. 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] |
| = | 0.6644 | |
| ER[a] | = | Expected return on investing in Stack Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Stack Capital |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Stack Capital Total Risk Alpha Peers Comparison
Stack Total Risk Alpha Relative To Other Indicators
Stack Capital Group is evaluated as
second in Total Risk Alpha in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
21.94 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Stack Capital Group is roughly
21.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.