Maple Leaf Total Risk Alpha
| MFI Stock | | | CAD 29.72 0.13 0.44% |
The Total Risk Alpha calculation for Maple Leaf draws on price and volume history. Related screening structures are referenced through
Equity Screeners. Maple Leaf has a market cap of 3.71 B, operating margin of 9.6%, current ratio of 1.67. See
Correlation Analysis for additional portfolio context. Maple Leaf Foods can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Maple Leaf Foods's company valuation — related indicators include
signals in inflation.
Maple Leaf Foods has current Total Risk Alpha of 0.4118. 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] |
| = | 0.4118 | |
| ER[a] | = | Expected return on investing in Maple Leaf |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Maple Leaf |
| 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
Maple Leaf Foods lands at
#3 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
19.55 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for Maple Leaf Foods sits at
19.55 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Maple Leaf to Peers
Other Technical Indicators