Loral Space Total Risk Alpha
| LORL Stock | | | 24.20 0.00 0.00% |
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Loral Space Communications has current Total Risk Alpha of 0.2323. 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] |
| = | 0.2323 | |
| ER[a] | = | Expected return on investing in Loral Space |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Loral Space |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Loral Space Total Risk Alpha Peers Comparison
Loral Total Risk Alpha Relative To Other Indicators
Loral Space Communications is rated
second overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
19.19 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Loral Space Communications is roughly
19.19 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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