Safe Bulkers Total Risk Alpha
| SB Stock | | | USD 5.95 -0.14 -2.30% |
Safe Bulkers total risk alpha lookup summarizes this and related technical indicators for Safe Bulkers. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Safe Bulkers has a market cap of 623.18 M, operating margin of 25.79%, ROE of 4.64%. Use
World Market Map to explore allocation context. This includes a position in Safe Bulkers inside the allocation mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of labor statistics.
For more detail on how to invest in Safe Stock please use our
How to Invest in Safe Bulkers guide.
Safe Bulkers has current Total Risk Alpha of 0.3236. 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] |
| = | 0.3236 | |
| ER[a] | = | Expected return on investing in Safe Bulkers |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Safe Bulkers |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Safe Bulkers Total Risk Alpha Peers Comparison
Safe Total Risk Alpha Relative To Other Indicators
Safe Bulkers is rated
third in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
22.74 of Maximum Drawdown per Total Risk Alpha. At
22.74 , Safe Bulkers'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.
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