MOOG INC Total Risk Alpha
| MO7R Stock | | | EUR 286.00 26.00 10.00% |
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MOOG INC CL has current Total Risk Alpha of 0.5382. 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] |
| = | 0.5382 | |
| ER[a] | = | Expected return on investing in MOOG INC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MOOG INC |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MOOG INC Total Risk Alpha Peers Comparison
MOOG Total Risk Alpha Relative To Other Indicators
MOOG INC CL is regarded
fifth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
60.22 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for MOOG INC CL is roughly
60.22 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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