T-Mobile Total Risk Alpha
| TM5 Stock | | | EUR 182.90 -3.94 -2.11% |
This technical indicator view for Total Risk Alpha organizes signals for T Mobile and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. T-Mobile has a market cap of 201.53 B, operating margin of 18.37%, ROE of 18.18%. See
World Market Map for portfolio-level analysis. This suggests a position in T Mobile within the portfolio 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.
For a detailed overview of how to trade T-Mobile Stock, see our
How to Trade T-Mobile Stock guide.
T Mobile has current Total Risk Alpha of 0.1917. 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] |
| = | 0.1917 | |
| ER[a] | = | Expected return on investing in T-Mobile |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on T-Mobile |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
T-Mobile Total Risk Alpha Peers Comparison
T-Mobile Total Risk Alpha Relative To Other Indicators
T Mobile ranks
fourth among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
49.53 Maximum Drawdown per unit of Total Risk Alpha. T Mobile carries a
49.53 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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