First Savings Total Risk Alpha
| FSFG Stock | | | USD 33.98 1.08 3.28% |
First Savings total risk alpha lookup summarizes this and related technical indicators for First Savings Financial. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. First Savings has market cap of 238.37 M, P/E of 1.05, operating margin of 34.13%. Use
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signals in price.
First Savings Financial has current Total Risk Alpha of 0.1896. 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] |
| = | 0.1896 | |
| ER[a] | = | Expected return on investing in First Savings |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on First Savings |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
First Savings Total Risk Alpha Peers Comparison
First Total Risk Alpha Relative To Other Indicators
First Savings Financial currently holds the
# 2 position in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
50.53 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for First Savings Financial is roughly
50.53 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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