J M Total Risk Alpha
| SJM Stock | | | USD 99.37 -1.04 -1.04% |
This module presents the Total Risk Alpha indicator for The J M using available market inputs. The indicator computation uses normalized market activity data. J M has a market cap of 10.6 B, operating margin of 18.78%, ROE of -20.68%. Review
World Market Map for a broader allocation view. Portfolio composition is shown for contextual purposes. The allocation view reflects recorded position information. A position in The J M appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in bureau of economic analysis.
The J M has current Total Risk Alpha of 0.2132. 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] |
| = | 0.2132 | |
| ER[a] | = | Expected return on investing in J M |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on J M |
| 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
The J M lands at
#4 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
55.22 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for The J M sits at
55.22 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare J M to Peers
Other Technical Indicators