Mapfre Total Risk Alpha
| MAP Stock | | | EUR 3.68 -0.04 -1.08% |
This module presents the Total Risk Alpha indicator for Mapfre using available market inputs. The indicator computation uses normalized market activity data. Exchange-specific data schedules may affect the recency of readings. Mapfre has a market cap of 5.98 B, operating margin of 6.75%, ROE of 12.02%. Review
Correlation Analysis for broader portfolio context. The overview captures current portfolio composition. The portfolio view uses available data to frame composition. No forward-looking guarantees are expressed or implied by this data. This includes a position in Mapfre. The position sits inside the allocation mix. Portfolio construction methods define how positions are sized. All values are presented as reference data. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Mapfre has current Total Risk Alpha of
-0.01. 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] |
| = | -0.01 | |
| ER[a] | = | Expected return on investing in Mapfre |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Mapfre |
| 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
Mapfre 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.
Compare Mapfre to Peers
Other Technical Indicators