| CACI Stock | | | USD 373.69 0.72 0.19% |
CACI International total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for CACI International 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
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CACI International has current Total Risk Alpha of
(0.08). 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] |
| = | (0.08) | |
| ER[a] | = | Expected return on investing in CACI International |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CACI International |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CACI International Total Risk Alpha Peers Comparison
CACI Total Risk Alpha Relative To Other Indicators
CACI International is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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