TWC Enterprises Total Risk Alpha
| TWC Stock | | | CAD 22.90 0.14 0.62% |
The Total Risk Alpha indicator for TWC Enterprises is constructed from normalized market data. All inputs reflect available trading data across supported markets. TWC Enterprises has a market cap of 553.47 M, operating margin of -17.63%, current ratio of 2.62. See
World Market Map for portfolio-level analysis. Monitoring TWC Enterprises within a portfolio highlights how it interacts with other holdings. Rebalancing tools flag when weights drift from target allocations. Broader economic conditions can influence TWC Enterprises's company valuation — related indicators include
signals in inflation.
TWC Enterprises has current Total Risk Alpha of 0.0364. 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] |
| = | 0.0364 | |
| ER[a] | = | Expected return on investing in TWC Enterprises |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on TWC Enterprises |
| 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
TWC Enterprises 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
237.22 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for TWC Enterprises sits at
237.22 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare TWC Enterprises to Peers
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