Samsara Total Risk Alpha
| IOT Stock | | | USD 33.70 -0.01 -0.03% |
Observed values used to calculate the Total Risk Alpha technical indicator for Samsara. Indicator inputs depend on available historical price observations.
Samsara has current Total Risk Alpha of
-0.15. 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] |
| = | -0.15 | |
| ER[a] | = | Expected return on investing in Samsara |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Samsara |
| 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
Samsara maintains a
fifth standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Samsara to Peers
Other Technical Indicators