Sierra Bancorp Total Risk Alpha
| BSRR Stock | | | USD 33.50 0.20 0.60% |
This dataset for Sierra Bancorp reflects inputs used in the Total Risk Alpha calculation. Extended technical indicator views are accessible through
Equity Screeners. Sierra Bancorp has a market cap of 448.97 M, operating margin of 42.68%. See
Trending Equities for portfolio-level analysis. Sierra Bancorp can be added to a watchlist or portfolio for position tracking. Position allocation is driven by the portfolio construction model in use. Broader economic conditions can influence Sierra Bancorp's company valuation — related indicators include
signals in real.
Our
How to Trade Sierra Bancorp guide. The guide covers key considerations relevant to Sierra Stock order placement. It provides context that complements the data on this page for Sierra Bancorp.
Sierra Bancorp has current Total Risk Alpha of 0.1411. 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] |
| = | 0.1411 | |
| ER[a] | = | Expected return on investing in Sierra Bancorp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sierra Bancorp |
| 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
Sierra Bancorp is ranked
fourth for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
64.85 against Total Risk Alpha. Maximum Drawdown runs about
64.85 times Total Risk Alpha for Sierra Bancorp
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Sierra Bancorp to Peers
Other Technical Indicators