MF International Total Risk Alpha
| MFI Stock | | | 10.90 0.60 5.83% |
This dataset for mF International Limited reflects inputs used in the Total Risk Alpha calculation. Data availability for the calculation period determines indicator completeness. MF International has a market cap of 532.06 M, operating margin of -93.37%, current ratio of 47.11. See
Correlation Analysis for portfolio-level analysis. mF International Limited can be tracked within a custom portfolio for ongoing monitoring. Watchlist features allow monitoring without committing to a position. Broader economic conditions can influence mF International Limited's company valuation — related indicators include
signals in price.
mF International Limited has current Total Risk Alpha of
-0.21. 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] |
| = | -0.21 | |
| ER[a] | = | Expected return on investing in MF International |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on MF International |
| 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
mF International Limited is rated
below average for total risk alpha among direct rivals. It is currently under evaluation for maximum drawdown among direct rivals .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare MF International to Peers
Other Technical Indicators