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Risk decomposition

KO

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

KO factor & risk decomposition snapshot
Market
-1.9%
Sector
+4.1%
Subsector
+0.1%
α residual
+17.1%
Stock
+19.4%

Every position carries the market, its sector, and its subsector before any stock-specific move. The waterfall splits KO'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=KO&years=1

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

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