TUI AG Total Risk Alpha
| TUIFF Stock | | | USD 7.75 -1.13 -12.73% |
The Total Risk Alpha indicator for TUI AG is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. TUI AG has a market cap of 3.93 B, operating margin of 1.22%, current ratio of 0.45. Review
World Market Map for a broader allocation view. TUI AG can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence TUI AG's company valuation — related indicators include
signals in price.
TUI AG has current Total Risk Alpha of 0.0535. 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] |
| = | 0.0535 | |
| ER[a] | = | Expected return on investing in TUI AG |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TUI AG |
| 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
TUI AG 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
523.56 Maximum Drawdown per unit of Total Risk Alpha. TUI AG carries a
523.56 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.
Compare TUI AG to Peers
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