TreeHouse Foods Total Risk Alpha
| T4H Stock | | | EUR 20.40 0.00 0.00% |
This technical indicator view for Total Risk Alpha organizes signals for TreeHouse Foods and comparable instruments. Coverage varies by data normalization and availability; see
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TreeHouse Foods has current Total Risk Alpha of 0.3788. 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] |
| = | 0.3788 | |
| ER[a] | = | Expected return on investing in TreeHouse Foods |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TreeHouse Foods |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
TreeHouse Foods Total Risk Alpha Peers Comparison
TreeHouse Total Risk Alpha Relative To Other Indicators
TreeHouse Foods 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
74.15 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for TreeHouse Foods is roughly
74.15 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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