Grupo Carso Total Risk Alpha
| GCARSOA1 | | | MXN 140.40 0.40 0.29% |
The Total Risk Alpha profile for Grupo Carso below includes current and historical values with sector peer benchmarks. Interpretation benefits from evaluating the reading alongside sector peer values and recent history. For Grupo Carso,
Grupo Carso Volatility and
Grupo Carso Price History supply complementary context.
Current Total Risk Alpha Value
Grupo Carso carries a Total Risk Alpha of 0.228, consistent with positive alpha — return above what market exposure alone would predict. Grupo Carso has generated modest excess return beyond what its systematic risk exposure explains.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.228 | |
| ER[a] | = | Expected return on investing in Grupo Carso |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Grupo Carso |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Among sector peers, Grupo Carso's Total Risk Alpha of 0.228 is above the -0.12 group average. The range runs from -0.4156 (Grupo Traxin SAB) to 0.1139 (Promotora y Operadora). Grupo Carso has generated more excess return relative to its market exposure than the peer group average.
Total Risk Alpha Relative To Other Indicators
The chart below plots Total Risk Alpha against Maximum Drawdown for Grupo Carso and its peers. Each point represents one equity — position along the horizontal axis shows Total Risk Alpha while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Grupo Carso's Maximum Drawdown of
13.44 runs about
58.95 times its Total Risk Alpha of
0.23 . This indicates Maximum Drawdown substantially exceeds Total Risk Alpha for Grupo Carso.
Methodology, Assumptions & Data Sources
The current Total Risk Alpha for Grupo Carso is 0.228. Total Risk Alpha for Grupo Carso is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. The output reflects the selected calculation window — changing the horizon will produce different readings. This stock metric is provided for analytical reference.
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