Santacruz Silver Total Risk Alpha
| SCZ Stock | | | CAD 11.17 0.46 4.30% |
The Total Risk Alpha indicator for Santacruz Silver Mining is derived from observed market data. The calculation draws on time-series market data across available periods. Santacruz Silver has a market cap of 978.32 M, operating margin of 15.34%, current ratio of 0.24.
World Market Map adds portfolio-level perspective. Santacruz Silver Mining can be tracked within a custom portfolio for ongoing monitoring. Each holding is sized according to the methodology applied during portfolio construction. Broader economic conditions can influence Santacruz Silver Mining's company valuation — related indicators include
signals in inflation.
Santacruz Silver Mining has current Total Risk Alpha of 0.5095. 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] |
| = | 0.5095 | |
| ER[a] | = | Expected return on investing in Santacruz Silver |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Santacruz Silver |
| 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
Santacruz Silver Mining falls in the
fifth position for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
67.01 ratio of Maximum Drawdown to Total Risk Alpha. Santacruz Silver Mining's Maximum Drawdown exceeds Total Risk Alpha by a factor of
67.01 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Santacruz Silver to Peers
Other Technical Indicators