Hamashbir 365 Total Risk Alpha
| MSBI Stock | | | ILA 100.70 -3.20 -3.08% |
Observed values used in the Total Risk Alpha indicator for Hamashbir 365 Holdings are included in this dataset. The information is based on observed market data across timeframes. Hamashbir 365 has a market cap of 146.02 M, operating margin of 10.6%, ROE of 59.77%. Allocation context is available in
Correlation Analysis. Portfolio composition is shown for contextual purposes. This suggests a position in Hamashbir 365 Holdings. The position sits inside the allocation mix. Position sizing reflects the allocation methodology applied to the portfolio. The data shown is informational and should not be interpreted as guidance. 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.
Hamashbir 365 Holdings has current Total Risk Alpha of 0.0312. 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] |
| = | 0.0312 | |
| ER[a] | = | Expected return on investing in Hamashbir 365 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Hamashbir 365 |
| 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
Hamashbir 365 Holdings is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
323.45 of Maximum Drawdown per Total Risk Alpha. At
323.45 , Hamashbir 365 Holdings'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.
Compare Hamashbir 365 to Peers
Other Technical Indicators