YPF Sociedad Total Risk Alpha
| YPF Stock | | | USD 43.66 0.48 1.11% |
The Total Risk Alpha indicator for YPF Sociedad Anonima is derived from observed market data. The calculation draws on time-series market data across available periods. YPF Sociedad has a market cap of 17.31 B, operating margin of 10.07%, current ratio of 1.04. Review
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YPF Sociedad Anonima has current Total Risk Alpha of 0.4725. 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] |
| = | 0.4725 | |
| ER[a] | = | Expected return on investing in YPF Sociedad |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on YPF Sociedad |
| 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
YPF Sociedad Anonima is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
20.80 Maximum Drawdown per unit of Total Risk Alpha. YPF Sociedad Anonima carries a
20.80 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare YPF Sociedad to Peers
Other Technical Indicators