Tyson Foods Total Risk Alpha
| TSN Stock | | | USD 58.18 -0.94 -1.59% |
The Total Risk Alpha indicator for Tyson Foods is constructed from normalized market data. All inputs reflect available trading data across supported markets. Tyson Foods has a market cap of 20.81 B, operating margin of 2.91%, ROE of 1.26%.
World Market Map adds portfolio-level perspective. The view frames allocation within the broader portfolio. Composition figures are derived from reported holdings. All values are presented as reference data. This includes a position in Tyson Foods. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in population.
To understand the process of investing in Tyson Stock, visit our
How to Invest in Tyson Foods guide.
Tyson Foods has current Total Risk Alpha of 0.1454. 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] |
| = | 0.1454 | |
| ER[a] | = | Expected return on investing in Tyson Foods |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tyson Foods |
| 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
Tyson Foods is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
38.00 in Maximum Drawdown for each unit of Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Tyson Foods to Peers
Other Technical Indicators