SIEM OFFSHORE Total Risk Alpha
| S5H0 Stock | | | 2.64 -0.16 -5.71% |
Historical market data for SIEM OFFSHORE NEW forms the basis of the Total Risk Alpha indicator shown here. Coverage may vary depending on data availability and normalization methods. SIEM OFFSHORE has a market cap of 403.53 M, operating margin of 34.78%. Portfolio-level context is available through
World Market Map. SIEM OFFSHORE NEW can be included in a portfolio to evaluate diversification impact. Diversification analysis reveals overlap and concentration across holdings. Broader economic conditions can influence SIEM OFFSHORE NEW's company valuation — related indicators include
signals in inflation.
SIEM OFFSHORE NEW has current Total Risk Alpha of 0.6659. 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] |
| = | 0.6659 | |
| ER[a] | = | Expected return on investing in SIEM OFFSHORE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SIEM OFFSHORE |
| 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
SIEM OFFSHORE NEW 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
15.05 Maximum Drawdown per unit of Total Risk Alpha. SIEM OFFSHORE NEW carries a
15.05 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 SIEM OFFSHORE to Peers
Other Technical Indicators