Hyperscale Data Total Risk Alpha
| GPUS Stock | | | 0.13 0.0003 0.27% |
Total Risk Alpha measures the excess return of an asset after comparing its performance to a benchmark portfolio matched to the same total risk level. Unlike Jensen Alpha, which adjusts for systematic risk (beta) only, Total Risk Alpha accounts for total volatility. Below is Hyperscale Data's current Total Risk Alpha with peer comparisons and related risk metrics.
Current Total Risk Alpha Value
Hyperscale Data has a Total Risk Alpha of
-0.33, indicating slightly negative alpha — return marginally below the CAPM-predicted level. Hyperscale Data has slightly underperformed relative to what its market beta would imply.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.33 | |
| ER[a] | = | Expected return on investing in Hyperscale Data |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Hyperscale Data |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Hyperscale Data falls below the 0.67 peer average for Total Risk Alpha. SIFCO Industries leads at 1.93 while BG Staffing registers the lowest at 6.0E-4. Hyperscale Data has generated less 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 Hyperscale Data 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.
Compare Hyperscale Data to PeersMethodology, Assumptions & Data Sources
Hyperscale Data has a current Total Risk Alpha reading of -0.33. Total Risk Alpha for Hyperscale Data is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. The underlying data comes from exchange-reported daily closes with corporate action adjustments applied where relevant. 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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