Hampton Financial Total Risk Alpha
| HFC Stock | | | CAD 0.45 0.00 0.00% |
Observed values used in the Total Risk Alpha indicator for Hampton Financial Corp are included in this dataset. The underlying data comes from exchange-reported trading records. Hampton Financial has a market cap of 28.93 M, operating margin of -53.43%, current ratio of 1.12. See
Risk vs Return Analysis for additional portfolio context. Portfolio tools allow users to monitor Hampton Financial Corp alongside other positions. The dataset reflects available inputs without directional implication. Broader economic conditions can influence Hampton Financial Corp's company valuation — related indicators include
signals in inflation.
Hampton Financial Corp has current Total Risk Alpha of 0.4288. 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] |
| = | 0.4288 | |
| ER[a] | = | Expected return on investing in Hampton Financial |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Hampton Financial |
| 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
Hampton Financial Corp falls in the
second position for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
35.65 ratio of Maximum Drawdown to Total Risk Alpha. Hampton Financial Corp's Maximum Drawdown exceeds Total Risk Alpha by a factor of
35.65 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Hampton Financial to Peers
Other Technical Indicators