SeSa SpA Total Risk Alpha
| SESPF Stock | | | 89.00 0.00 0.00% |
The Total Risk Alpha calculation for SeSa SpA draws on price and volume history. The depth of trading history affects the precision of the indicator. SeSa SpA has a market cap of 1.93 B, operating margin of 4.71%. Allocation context is available in
World Market Map. SeSa SpA 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 SeSa SpA's company valuation — related indicators include
signals in employment.
SeSa SpA has current Total Risk Alpha of
-0.28. 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] |
| = | -0.28 | |
| ER[a] | = | Expected return on investing in SeSa SpA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SeSa SpA |
| 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
SeSa SpA is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SeSa SpA to Peers
Other Technical Indicators