United Therapeutics Total Risk Alpha
| UTHR Stock | | | USD 540.02 5.72 1.07% |
Reference data associated with the Total Risk Alpha technical indicator for United Therapeutics. Coverage may vary across instruments due to feed availability.
United Therapeutics has current Total Risk Alpha of 0.279. 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] |
| = | 0.279 | |
| ER[a] | = | Expected return on investing in United Therapeutics |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on United Therapeutics |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
United Therapeutics Total Risk Alpha Peers Comparison
United Total Risk Alpha Relative To Other Indicators
United Therapeutics is ranked
second for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
67.79 against Total Risk Alpha. Maximum Drawdown runs about
67.79 times Total Risk Alpha for United Therapeutics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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