Yoshitsu Total Risk Alpha
| TKLF Stock | | | USD 2.38 -0.03 -1.24% |
Historical market data for Yoshitsu Co Ltd forms the basis of the Total Risk Alpha indicator shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners. Yoshitsu has a market cap of 10.07 M, operating margin of 0.96%, current ratio of 1.83. Review
World Market Map for a broader allocation view. Portfolio analysis tools can evaluate how Yoshitsu Co Ltd fits within a broader allocation. Performance attribution breaks down contribution by individual holding. Broader economic conditions can influence Yoshitsu Co Ltd's company valuation — related indicators include
signals in board of governors.
Yoshitsu Co Ltd has current Total Risk Alpha of 0.4917. 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] |
| = | 0.4917 | |
| ER[a] | = | Expected return on investing in Yoshitsu |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Yoshitsu |
| 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
Yoshitsu Co Ltd is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
78.18 Maximum Drawdown per unit of Total Risk Alpha. Yoshitsu Co Ltd carries a
78.18 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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