Lovesac Total Risk Alpha
| LOVE Stock | | | USD 10.63 0.07 0.66% |
The Total Risk Alpha technical lookup provides context for The Lovesac and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Lovesac has a market cap of 155.38 M, operating margin of -10.52%, ROE of 3.77%.
Correlation Analysis can help frame allocation decisions. This reflects a position in The Lovesac within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
The Lovesac 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 Lovesac |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lovesac |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lovesac Total Risk Alpha Peers Comparison
Lovesac Total Risk Alpha Relative To Other Indicators
The Lovesac is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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