Union Pacific Total Risk Alpha
| UNP Stock | | | USD 236.57 -5.75 -2.37% |
Reference data associated with the Total Risk Alpha technical indicator for Union Pacific. Coverage may vary across instruments due to feed availability.
Union Pacific has current Total Risk Alpha of 0.1802. 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] |
| = | 0.1802 | |
| ER[a] | = | Expected return on investing in Union Pacific |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Union Pacific |
| 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
Union Pacific is rated
below average for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
34.77 against Total Risk Alpha. Maximum Drawdown runs about
34.77 times Total Risk Alpha for Union Pacific
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Union Pacific to Peers
Other Technical Indicators