Arkema SA Total Risk Alpha
| ARKAF Stock | | | USD 65.28 -12.62 -16.20% |
Arkema SA total risk alpha lookup summarizes this and related technical indicators for Arkema SA. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Arkema SA has a market cap of 7.48 B, operating margin of 6.04%, ROE of 15.3%. Use
Trending Equities to explore allocation context. This includes a position in Arkema SA within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in nation.
Arkema SA has current Total Risk Alpha of 0.5582. 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] |
| = | 0.5582 | |
| ER[a] | = | Expected return on investing in Arkema SA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Arkema SA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Arkema SA Total Risk Alpha Peers Comparison
Arkema Total Risk Alpha Relative To Other Indicators
Arkema SA is rated
second among pink sheets in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
51.07 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Arkema SA is roughly
51.07 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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