Yduqs Participaes Total Risk Alpha
| YDUQ3 Stock | | | BRL 10.27 0.14 1.38% |
This module presents the Total Risk Alpha indicator for Yduqs Participaes SA using available market inputs. The indicator computation uses normalized market activity data. Yduqs Participaes has a market cap of 2.46 B, operating margin of 17.66%, ROE of -1.42%. Use
Your Current Watchlist to view allocation positioning. The allocation includes a position in Yduqs Participaes SA. It is distributed 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 nation.
Yduqs Participaes SA has current Total Risk Alpha of 0.2314. 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] |
| = | 0.2314 | |
| ER[a] | = | Expected return on investing in Yduqs Participaes |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Yduqs Participaes |
| 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
Yduqs Participaes SA is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
102.59 of Maximum Drawdown per Total Risk Alpha. For Yduqs Participaes SA, Maximum Drawdown stands at
102.59 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Yduqs Participaes to Peers
Other Technical Indicators