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Risk decomposition

BA

Market → sector → subsector → α-residual · 2026-05-01 → 2026-10-21

BA factor & risk decomposition snapshot
Market
+10.2%
Sector
-7.3%
Subsector
-4.2%
α residual
-13.9%
Stock
-15.3%

Every position carries the market, its sector, and its subsector before any stock-specific move. The waterfall splits BA's realized return into those benchmark layers; the α residual is what the three hedge layers do not explain.

source: RiskModels — GET /ticker-returns?ticker=BA&years=1

How the decomposition works →Research →Run BA on riskmodels.net →Run any ticker via the API →

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