Harley Davidson Total Risk Alpha

HOG
 Stock
  

USD 31.99  0.33  1.04%   

Harley Davidson total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Harley-Davidson 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
  
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Harley-Davidson has current Total Risk Alpha of 0.1976. 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] 
 = 
0.1976
ER[a] = Expected return on investing in Harley Davidson
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Harley Davidson
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Harley Davidson Total Risk Alpha Peers Comparison

Harley Total Risk Alpha Relative To Other Indicators

Harley-Davidson is rated # 5 in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  77.24  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Harley-Davidson is roughly  77.24 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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