Dupont Denemours Total Risk Alpha

DD
 Stock
  

USD 71.25  0.56  0.78%   

Dupont Denemours total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Dupont Denemours or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Dupont Denemours has current Total Risk Alpha of 0.1928. 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] 
 = 
0.1928
ER[a] = Expected return on investing in Dupont Denemours
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Dupont Denemours
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Dupont Denemours Total Risk Alpha Peers Comparison

Dupont Total Risk Alpha Relative To Other Indicators

Dupont Denemours is rated # 2 in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  49.44  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Dupont Denemours is roughly  49.44 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Dupont Denemours to Peers

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Thematic Ideas
Explore Investing Ideas