Freeport Resources Total Risk Alpha
| FEERF OTC | | | USD 0.05 0.0047 10.93% |
The Total Risk Alpha indicator for Freeport Resources is constructed from normalized market data. Some instruments may report limited inputs depending on trading history. Freeport Resources has a market cap of 6.56 M, current ratio of 3.24.
Investing Opportunities can help frame allocation decisions. Tracking Freeport Resources in a portfolio provides context for performance attribution. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence Freeport Resources's otc stock valuation — related indicators include
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Freeport Resources has current Total Risk Alpha of 2.7. 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] |
| = | 2.7 | |
| ER[a] | = | Expected return on investing in Freeport Resources |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Freeport Resources |
| 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
Freeport Resources ranks
fifth among otc stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
22.84 Maximum Drawdown per unit of Total Risk Alpha. Freeport Resources carries a
22.84 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.
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