SM Investments Total Risk Alpha
| SM Stock | | | 630.00 -15.00 -2.33% |
This technical indicator view for Total Risk Alpha organizes signals for SM Investments Corp and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. SM Investments has market cap of 1.02 T. See
World Market Map for portfolio-level analysis. This suggests a position in SM Investments Corp within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
SM Investments Corp has current Total Risk Alpha of
-0.19. 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] |
| = | -0.19 | |
| ER[a] | = | Expected return on investing in SM Investments |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SM Investments |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
SM Investments Total Risk Alpha Peers Comparison
SM Investments Total Risk Alpha Relative To Other Indicators
SM Investments Corp is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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