Fagron NV Total Risk Alpha
| ARSUF Stock | | | USD 27.00 0.00 0.00% |
The Total Risk Alpha lookup presents technical context for Fagron NV and related instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Fagron NV has market cap of 1.07 B, P/E of 13.02, operating margin of 14.18%.
Trending Equities can help frame allocation decisions. The allocation includes a position in Fagron NV across the allocation. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Fagron NV has current Total Risk Alpha of 0.245. 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] |
| = | 0.245 | |
| ER[a] | = | Expected return on investing in Fagron NV |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Fagron NV |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Fagron NV Total Risk Alpha Peers Comparison
Fagron Total Risk Alpha Relative To Other Indicators
Fagron NV is rated
fourth among otc stocks in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
69.82 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Fagron NV is roughly
69.82 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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