Standard Total Risk Alpha
| SMP Stock | | | USD 36.43 0.02 0.05% |
This technical indicator view for Total Risk Alpha organizes signals for Standard Motor Products and comparable instruments. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. Standard has a market cap of 806.33 M, operating margin of 8.0%, ROE of 12.03%. Use
World Market Map to explore allocation context. This includes a position in Standard Motor Products inside the allocation 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 board of governors.
Standard Motor Products has current Total Risk Alpha of 0.1212. 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] |
| = | 0.1212 | |
| ER[a] | = | Expected return on investing in Standard |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Standard |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Standard Total Risk Alpha Peers Comparison
Standard Total Risk Alpha Relative To Other Indicators
Standard Motor Products is ranked
fourth for total risk alpha against industry peers. It is currently under evaluation for maximum drawdown against industry peers with Maximum Drawdown measuring nearly
118.98 against Total Risk Alpha. Maximum Drawdown runs about
118.98 times Total Risk Alpha for Standard Motor Products
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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