TKO Group Total Risk Alpha
| TKO Stock | | | 193.53 0.05 0.03% |
The Total Risk Alpha profile for TKO Group Holdings is based on historical price and volume observations. All inputs reflect available trading data across supported markets. TKO Group has a market cap of 15.33 B, operating margin of 9.77%. Use
World Market Map to view allocation positioning. TKO Group Holdings can be added to a watchlist or portfolio for position tracking. All values are presented as reference data. Broader economic conditions can influence TKO Group Holdings's company valuation — related indicators include
signals in industry.
TKO Group Holdings has current Total Risk Alpha of 0.0518. 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] |
| = | 0.0518 | |
| ER[a] | = | Expected return on investing in TKO Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TKO Group |
| 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
TKO Group Holdings lands at
#4 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
242.00 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for TKO Group Holdings sits at
242.00 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare TKO Group to Peers
Other Technical Indicators