Arctic Paper Total Risk Alpha
| ARP Stock | | | SEK 20.05 0.05 0.25% |
Observed values used in the Total Risk Alpha indicator for Arctic Paper SA are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. Arctic Paper has a market cap of 3.89 B, ROE of 43.33%. Portfolio-level context is available through
Trending Equities. The view reflects the current state of portfolio allocation. The portfolio view uses available data to frame composition. The holding in Arctic Paper SA represents an allocation. This is situated within the portfolio mix. The weighting is determined by the allocation framework in use. All figures are based on reported data and are informational in nature. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Arctic Paper SA has current Total Risk Alpha of 0.1518. 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] |
| = | 0.1518 | |
| ER[a] | = | Expected return on investing in Arctic Paper |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Arctic Paper |
| 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
Arctic Paper SA is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
89.53 of Maximum Drawdown per Total Risk Alpha. For Arctic Paper SA, Maximum Drawdown stands at
89.53 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Arctic Paper to Peers
Other Technical Indicators