Seafire AB Total Risk Alpha
| SEAF Stock | | | SEK 7.94 -0.06 -0.75% |
The Total Risk Alpha calculation for Seafire AB draws on price and volume history. Additional screening context is available through
Equity Screeners. Seafire AB has a market cap of 915.35 M, operating margin of 5.75%, ROE of 1.09%. See
World Market Map for portfolio-level analysis. A position in Seafire AB appears within the mix. The allocation reflects this within the position set. 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.
Seafire AB has current Total Risk Alpha of 0.9511. 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] |
| = | 0.9511 | |
| ER[a] | = | Expected return on investing in Seafire AB |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Seafire AB |
| 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
Seafire AB maintains a
second standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
29.30 of Maximum Drawdown per Total Risk Alpha. For Seafire AB, Maximum Drawdown stands at
29.30 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Seafire AB to Peers
Other Technical Indicators