Critical Metals Total Risk Alpha
| CRML Stock | | | 7.72 -0.69 -8.20% |
Technical inputs supporting the Total Risk Alpha indicator for Critical Metals Corp are shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners. Critical Metals has a market cap of 942.42 M, operating margin of -45.16%, ROE of -140.98%. For allocation context, review
Trending Equities. The allocation includes a position in Critical Metals Corp. It is distributed across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in state.
Critical Metals Corp has current Total Risk Alpha of 1.62. 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] |
| = | 1.62 | |
| ER[a] | = | Expected return on investing in Critical Metals |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Critical Metals |
| 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
Critical Metals Corp sits atop the peer group for total risk alpha within its peer group. It is currently under evaluation for maximum drawdown within its peer group where Maximum Drawdown runs almost
31.44 per Total Risk Alpha. Critical Metals Corp's Maximum Drawdown registers at
31.44 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Critical Metals to Peers
Other Technical Indicators