Falcon Metals Total Risk Alpha
| FALFF Stock | | | USD 0.50 0.00 0.00% |
The Total Risk Alpha lookup presents technical context for Falcon Metals Limited and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Falcon Metals has a market cap of 30.09 M.
Investing Opportunities can help frame allocation decisions. The allocation includes a position in Falcon Metals Limited within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
Falcon Metals Limited has current Total Risk Alpha of 446.97. 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] |
| = | 446.97 | |
| ER[a] | = | Expected return on investing in Falcon Metals |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Falcon Metals |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Falcon Metals Total Risk Alpha Peers Comparison
Falcon Total Risk Alpha Relative To Other Indicators
Falcon Metals Limited holds the top spot in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
45.33 Maximum Drawdown per unit of Total Risk Alpha. Falcon Metals Limited carries a
45.33 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.
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