Willis Lease Total Risk Alpha
| WLFC Stock | | | USD 170.54 0.01 0.01% |
The Total Risk Alpha reading for Willis Lease Finance is computed from historical trading observations. Each data point is derived from standardized price and volume feeds. Willis Lease has a market cap of 1.36 B, operating margin of 45.55%, ROE of 18.95%. See
Your Current Watchlist for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. The allocation includes a position in Willis Lease Finance. The position falls within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in price.
Willis Lease Finance has current Total Risk Alpha of 0.7365. 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] |
| = | 0.7365 | |
| ER[a] | = | Expected return on investing in Willis Lease |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Willis Lease |
| 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
Willis Lease Finance holds the
#2 position for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
18.21 . The Maximum Drawdown to Total Risk Alpha ratio for Willis Lease Finance comes in at
18.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Willis Lease to Peers
Other Technical Indicators