| 576323AP4 | | | 92.60 4.93 5.05% |
MASTEC total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for MASTEC INC 45 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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MASTEC INC 45 has current Total Risk Alpha of 0.0238. 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] |
| = | 0.0238 | |
| ER[a] | = | Expected return on investing in MASTEC |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MASTEC |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
MASTEC Total Risk Alpha Peers Comparison
MASTEC Total Risk Alpha Relative To Other Indicators
MASTEC INC 45 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
515.45 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for MASTEC INC 45 is roughly
515.45 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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