Mlk Foods Total Risk Alpha
| MLK Stock | | | 1.73 -0.02 -1.14% |
Below is the Total Risk Alpha reference for Mlk Foods Public, presenting the latest reading alongside historical and comparative data.
Mlk Foods Volatility combined with
Mlk Foods Price History deepens the analysis for Mlk Foods.
Current Total Risk Alpha Value
Mlk Foods's Total Risk Alpha of
-0.03 reflects slightly negative alpha — return marginally below the CAPM-predicted level. Mlk Foods has slightly underperformed relative to what its market beta would imply.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | -0.03 | |
| ER[a] | = | Expected return on investing in Mlk Foods |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Mlk Foods |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
The peer group averages -0.23 for Total Risk Alpha, with Mlk Foods at -0.0349 falling above that level. Readings span -0.501 (Ice Code Games) to 0.0 (). Mlk Foods 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 Mlk Foods 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 Mlk Foods to PeersMethodology, Assumptions & Data Sources
The current Total Risk Alpha for Mlk Foods is -0.03. The Total Risk Alpha for Mlk Foods is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. The calculation assumes continuous price data across the selected period. All readings are presented as reference data.
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