| 0R30 Stock | | | 22.29 0.35 1.60% |
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VF Corp has current Total Risk Alpha of 0.2283. 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] |
| = | 0.2283 | |
| ER[a] | = | Expected return on investing in VF Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VF Corp |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VF Corp Total Risk Alpha Peers Comparison
0R30 Total Risk Alpha Relative To Other Indicators
VF Corp is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
143.30 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for VF Corp is roughly
143.30 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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