Teledyne Technologies Total Risk Alpha
| TDY Stock | | | USD 638.91 -7.66 -1.18% |
Teledyne Technologies total risk alpha lookup summarizes this and related technical indicators for Teledyne Technologies Incorporated. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Teledyne Technologies has a market cap of 29.59 B, operating margin of 20.6%, ROE of 8.93%. Use
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Teledyne Technologies Incorporated has current Total Risk Alpha of 0.4414. 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] |
| = | 0.4414 | |
| ER[a] | = | Expected return on investing in Teledyne Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Teledyne Technologies |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Teledyne Technologies Total Risk Alpha Peers Comparison
Teledyne Total Risk Alpha Relative To Other Indicators
Teledyne Technologies Incorporated is rated
second in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
31.49 of Maximum Drawdown per Total Risk Alpha. At
31.49 , Teledyne Technologies Incorporated's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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