Skyward Specialty Total Risk Alpha
| SKWD Stock | 44.69 -0.48 -1.06% |
| = | 0.0608 |
| ER[a] | = | Expected return on investing in Skyward Specialty |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Skyward Specialty |
| 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
Skyward Specialty Insurance holds the #4 position for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near 186.10 . The Maximum Drawdown to Total Risk Alpha ratio for Skyward Specialty Insurance comes in at 186.10
Total Risk Alpha |
Other Technical Indicators
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| Risk Adjusted Performance | -0.01 | |||
| Market Risk Adjusted Performance | 0.2309 | |||
| Mean Deviation | 1.72 | |||
| Coefficient Of Variation | -4,689 | |||
| Standard Deviation | 2.33 | |||
| Variance | 5.42 | |||
| Information Ratio | -0.01 | |||
| Jensen Alpha | -0.07 | |||
| Total Risk Alpha | 0.0608 | |||
| Treynor Ratio | 0.2209 | |||
| Maximum Drawdown | 11.31 | |||
| Value At Risk | -4.43 | |||
| Potential Upside | 4.33 | |||
| Skewness | 0.1356 | |||
| Kurtosis | 0.7024 |