Strategic Investments Total Risk Alpha
| DNN Stock | | | EUR 0.09 -0.002 -2.25% |
The Total Risk Alpha profile for Strategic Investments AS is based on historical price and volume observations. The
Equity Screeners framework provides wider technical analysis context. Strategic Investments has a market cap of 37.09 M, operating margin of 93.02%, current ratio of 68.57. For allocation context, review
Investing Opportunities. Adding Strategic Investments AS to a portfolio enables side-by-side comparison with other holdings. Risk and return metrics update as positions are added or adjusted. Broader economic conditions can influence Strategic Investments AS's company valuation — related indicators include
signals in inflation.
Strategic Investments AS has current Total Risk Alpha of 0.2851. 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] |
| = | 0.2851 | |
| ER[a] | = | Expected return on investing in Strategic Investments |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Strategic Investments |
| 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
Strategic Investments AS ranks
fourth among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
117.84 Maximum Drawdown per unit of Total Risk Alpha. Strategic Investments AS carries a
117.84 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Strategic Investments to Peers
Other Technical Indicators