AmTrust Financial Total Risk Alpha
| AFSIN Stock | | | USD 14.00 0.25 1.82% |
This dataset for AmTrust Financial Services reflects inputs used in the Total Risk Alpha calculation. This dataset is part of a broader indicator framework including
Equity Screeners. AmTrust Financial has operating margin of -7.43%, current ratio of 1.62. See
Trending Equities for portfolio-level analysis. Portfolio analysis tools can evaluate how AmTrust Financial Services fits within a broader allocation. All figures are based on reported data and are informational in nature. Broader economic conditions can influence AmTrust Financial Services's company valuation — related indicators include
signals in gross domestic product.
AmTrust Financial Services has current Total Risk Alpha of 0.2816. 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] |
| = | 0.2816 | |
| ER[a] | = | Expected return on investing in AmTrust Financial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on AmTrust Financial |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
AmTrust Financial Services lands at
#2 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
56.37 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for AmTrust Financial Services sits at
56.37 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare AmTrust Financial to Peers
Other Technical Indicators