Tutor Perini Total Risk Alpha
| TPC Stock | | | USD 69.34 -2.97 -4.11% |
The Total Risk Alpha signal for Tutor Perini reflects patterns observed in trading data. All inputs are based on actual trading observations from supported exchanges. Indicator reliability depends on the continuity of available trading data. The
Equity Screeners module supports multi-indicator technical analysis. Tutor Perini has a market cap of 3.66 B, operating margin of 3.38%, ROE of 11.82%. Allocation context is available in
World Market Map. The portfolio view reflects current allocation structure. The data reflects holdings as of the most recent update. All values are presented as reference data. This suggests a position in Tutor Perini. This appears in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in employment.
Learn how to buy and trade Tutor Stock using our step-by-step
How to Buy Tutor Perini guide.
Tutor Perini has current Total Risk Alpha of 0.4587. 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] |
| = | 0.4587 | |
| ER[a] | = | Expected return on investing in Tutor Perini |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tutor Perini |
| 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
Tutor Perini holds the
#5 position for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
45.68 . The Maximum Drawdown to Total Risk Alpha ratio for Tutor Perini comes in at
45.68 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Tutor Perini to Peers
Other Technical Indicators