Saxlund Group Total Risk Alpha
| SAXG Stock | | | SEK 12.75 -0.80 -5.90% |
The Total Risk Alpha calculation for Saxlund 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. Saxlund Group has a market cap of 117.94 M, operating margin of 0.77%, ROE of 6.53%. Review
World Market Map for broader portfolio context. The portfolio view reflects current allocation structure. The allocation view reflects recorded position information. This reflects a position in Saxlund Group AB. It is distributed across the allocation. The allocation approach determines the relative weighting of each position. 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.
Saxlund Group AB has current Total Risk Alpha of 1.01. 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] |
| = | 1.01 | |
| ER[a] | = | Expected return on investing in Saxlund Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Saxlund 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
Saxlund Group AB maintains a
fourth standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
18.59 of Maximum Drawdown per Total Risk Alpha. For Saxlund Group AB, Maximum Drawdown stands at
18.59 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Saxlund Group to Peers
Other Technical Indicators