Moment Group Total Risk Alpha
| MOMENT Stock | | | SEK 5.80 -0.28 -4.61% |
The Total Risk Alpha calculation for Moment Group draws on price and volume history. Each data point is derived from standardized price and volume feeds. The depth of trading history affects the precision of the indicator. Related screening structures are referenced through
Equity Screeners. Moment Group has a market cap of 357.08 M, operating margin of 6.8%, ROE of 2.37%. Review
Correlation Analysis for a broader allocation view. Current allocation data is available for review. This includes a position in Moment Group AB. The allocation reflects this within the position set. Each holding is sized according to the methodology applied to the portfolio. 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.
Moment Group AB has current Total Risk Alpha of 1.03. 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] |
| = | 1.03 | |
| ER[a] | = | Expected return on investing in Moment Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Moment Group |
| 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
Moment Group AB is rated
third in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
38.58 of Maximum Drawdown per Total Risk Alpha. At
38.58 , Moment Group AB's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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