Schaeffler Total Risk Alpha
| SFFLY Pink Sheet | | | USD 8.08 -0.32 -3.81% |
Historical market data for Schaeffler AG forms the basis of the Total Risk Alpha indicator shown here. Market data gaps can influence the computed indicator values. Schaeffler has operating margin of 7.11%, current ratio of 1.59.
World Market Map can help frame allocation decisions. Tracking Schaeffler AG in a portfolio helps measure its contribution to overall performance. Allocation tools help determine appropriate position sizing. Broader economic conditions can influence Schaeffler AG's company valuation — related indicators include
signals in board of governors.
Schaeffler AG has current Total Risk Alpha of 0.2415. 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] |
| = | 0.2415 | |
| ER[a] | = | Expected return on investing in Schaeffler |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Schaeffler |
| 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
Schaeffler AG is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
125.70 of Maximum Drawdown per Total Risk Alpha. At
125.70 , Schaeffler AG's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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