Hamilton Insurance Total Risk Alpha
| QN0 Stock | | | 24.20 -0.20 -0.82% |
The Total Risk Alpha profile for Hamilton Insurance Group is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Hamilton Insurance has a market cap of 2.4 B, operating margin of 26.88%, ROE of 32.62%. Use
Your Equity Center to view allocation positioning. A position in Hamilton Insurance Group is part of the allocation. This appears in the portfolio view. 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.
Hamilton Insurance Group has current Total Risk Alpha of 0.4661. 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] |
| = | 0.4661 | |
| ER[a] | = | Expected return on investing in Hamilton Insurance |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Hamilton Insurance |
| 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
Hamilton Insurance Group ranks
fourth among stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
25.09 Maximum Drawdown per unit of Total Risk Alpha. Hamilton Insurance Group carries a
25.09 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Hamilton Insurance to Peers
Other Technical Indicators