Firm Capital Total Risk Alpha
| FCMGF Stock | | | USD 8.58 0.10 1.18% |
Historical market data for Firm Capital Mortgage forms the basis of the Total Risk Alpha indicator shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners. Firm Capital has a market cap of 308.64 M, operating margin of 82.53%, ROE of 8.5%. Use
Investing Opportunities to explore allocation context. This reflects a position in Firm Capital Mortgage. 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 census.
Firm Capital Mortgage has current Total Risk Alpha of 0.1579. 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] |
| = | 0.1579 | |
| ER[a] | = | Expected return on investing in Firm Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Firm Capital |
| 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
Firm Capital Mortgage is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
41.94 Maximum Drawdown per unit of Total Risk Alpha. Firm Capital Mortgage carries a
41.94 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 Firm Capital to Peers
Other Technical Indicators