Vuzix Corp Total Risk Alpha
| VUZI Stock | | | USD 2.25 -0.17 -7.02% |
The Total Risk Alpha calculation for Vuzix Corp draws on price and volume history. Additional screening context is available through
Equity Screeners. Vuzix Corp has a market cap of 201.24 M, operating margin of -3.69%, current ratio of 15.01. For allocation context, review
World Market Map. Adding Vuzix Corp Cmn to a portfolio enables side-by-side comparison with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence Vuzix Corp Cmn's company valuation — related indicators include
signals in nation.
Vuzix Corp Cmn has current Total Risk Alpha of 0.2057. 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] |
| = | 0.2057 | |
| ER[a] | = | Expected return on investing in Vuzix Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vuzix Corp |
| 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
Vuzix Corp Cmn is rated
below average for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals recording roughly
210.15 in Maximum Drawdown for every unit of Total Risk Alpha. Maximum Drawdown outpaces Total Risk Alpha by
210.15 times for Vuzix Corp Cmn
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Vuzix Corp to Peers
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