Orexo AB Total Risk Alpha
| ORX Stock | | | SEK 22.25 -0.50 -2.20% |
Technical inputs supporting the Total Risk Alpha indicator for Orexo AB are shown here. Values are derived from historical price and volume observations. Orexo AB has a market cap of 612.75 M, operating margin of -29.46%, ROE of -65.35%. Use
Your Equity Center to view allocation positioning. Current allocation data is available for review. A position in Orexo AB appears within the mix. The position is captured in the allocation summary. The relative size of each holding follows the allocation framework. 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.
Orexo AB has current Total Risk Alpha of 0.3665. 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] |
| = | 0.3665 | |
| ER[a] | = | Expected return on investing in Orexo AB |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Orexo AB |
| 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
Orexo AB maintains a
fifth standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
57.50 of Maximum Drawdown per Total Risk Alpha. For Orexo AB, Maximum Drawdown stands at
57.50 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Orexo AB to Peers
Other Technical Indicators