| GE Stock | | | USD 148.06 4.88 3.19% |
GE Aerospace total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for GE Aerospace 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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GE Aerospace has current Total Risk Alpha of 0.4595. 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] |
| = | 0.4595 | |
| ER[a] | = | Expected return on investing in GE Aerospace |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on GE Aerospace |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
GE Aerospace Total Risk Alpha Peers Comparison
GE Aerospace Total Risk Alpha Relative To Other Indicators
GE Aerospace is one of the top stocks in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
18.41 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for GE Aerospace is roughly
18.42 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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