Fiera Capital Total Risk Alpha
| FSZ Stock | | | CAD 5.15 -0.17 -3.20% |
The Total Risk Alpha lookup presents technical context for Fiera Capital and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Fiera Capital has a market cap of 549.11 M, operating margin of 21.49%, ROE of 18.41%.
Investing Opportunities can help frame allocation decisions. This suggests a position in Fiera Capital 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 metropolitan statistical area.
Fiera Capital has current Total Risk Alpha of
-0.09. 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] |
| = | -0.09 | |
| ER[a] | = | Expected return on investing in Fiera Capital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Fiera Capital |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Fiera Capital Total Risk Alpha Peers Comparison
Fiera Total Risk Alpha Relative To Other Indicators
Fiera Capital is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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