St Galler Total Risk Alpha
| SGKN Stock | | | CHF 651.00 4.00 0.62% |
The Total Risk Alpha reading for St Galler Kantonalbank is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data. St Galler has a market cap of 3.74 B, operating margin of 44.97%. Review
World Market Map for broader portfolio context. Portfolio tools allow users to monitor St Galler Kantonalbank alongside other positions. How positions are weighted depends on the construction approach applied. Broader economic conditions can influence St Galler Kantonalbank's company valuation — related indicators include
signals in inflation.
St Galler Kantonalbank has current Total Risk Alpha of 0.3258. 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] |
| = | 0.3258 | |
| ER[a] | = | Expected return on investing in St Galler |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on St Galler |
| 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
St Galler Kantonalbank is rated
below average for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
18.01 ratio of Maximum Drawdown to Total Risk Alpha. St Galler Kantonalbank's Maximum Drawdown exceeds Total Risk Alpha by a factor of
18.01 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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