Smart Digital Total Risk Alpha
| SDM Stock | | | 1.85 0.00 0.00% |
Smart Digital total risk alpha lookup summarizes this and related technical indicators for Smart Digital Group. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Smart Digital has a market cap of 58.69 M, operating margin of -1.7%, ROE of -4.93%. Use
World Market Map to explore allocation context. This includes a position in Smart Digital Group across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in services.
Smart Digital Group has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in Smart Digital |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Smart Digital |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Smart Digital Total Risk Alpha Peers Comparison
Smart Total Risk Alpha Relative To Other Indicators
Smart Digital Group is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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