Vishay Precision Total Risk Alpha
| VPG Stock | | | USD 43.88 -0.66 -1.48% |
This technical indicator view for Total Risk Alpha organizes signals for Vishay Precision Group and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Vishay Precision has a market cap of 583.49 M, operating margin of 2.3%, ROE of 1.62%. See
World Market Map for portfolio-level analysis. This suggests a position in Vishay Precision Group across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
Vishay Precision Group has current Total Risk Alpha of 0.4069. 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] |
| = | 0.4069 | |
| ER[a] | = | Expected return on investing in Vishay Precision |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vishay Precision |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vishay Precision Total Risk Alpha Peers Comparison
Vishay Total Risk Alpha Relative To Other Indicators
Vishay Precision Group is evaluated as
third in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
66.12 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vishay Precision Group is roughly
66.12 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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