SolarEdge Technologies Total Risk Alpha
| SEDG Stock | | | USD 51.71 -0.02 -0.04% |
Observed values used in the Total Risk Alpha indicator for SolarEdge Technologies are included in this dataset. The underlying data comes from exchange-reported trading records. SolarEdge Technologies has a market cap of 3.12 B, operating margin of -9.28%, ROE of -74.68%. Portfolio-level context is available through
World Market Map. This includes a position in SolarEdge Technologies. 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 median.
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SolarEdge Technologies has current Total Risk Alpha of 1.71. 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] |
| = | 1.71 | |
| ER[a] | = | Expected return on investing in SolarEdge Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SolarEdge Technologies |
| 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
SolarEdge Technologies holds the top spot in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
14.93 Maximum Drawdown per unit of Total Risk Alpha. SolarEdge Technologies carries a
14.93 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SolarEdge Technologies to Peers
Other Technical Indicators