Smurfit WestRock Total Risk Alpha
| SW Stock | | | 39.78 1.08 2.79% |
Technical inputs supporting the Total Risk Alpha indicator for Smurfit WestRock plc are shown here. Additional screening context is available through
Equity Screeners. Smurfit WestRock has a market cap of 18.98 B, operating margin of 6.17%. Portfolio-level context is available through
World Market Map. Portfolio analysis tools can evaluate how Smurfit WestRock plc fits within a broader allocation. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Smurfit WestRock plc's company valuation — related indicators include
signals in private.
Smurfit WestRock plc has current Total Risk Alpha of 0.3269. 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] |
| = | 0.3269 | |
| ER[a] | = | Expected return on investing in Smurfit WestRock |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Smurfit WestRock |
| 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
Smurfit WestRock plc falls in the
second position for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
48.34 ratio of Maximum Drawdown to Total Risk Alpha. Smurfit WestRock plc's Maximum Drawdown exceeds Total Risk Alpha by a factor of
48.34 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Smurfit WestRock to Peers
Other Technical Indicators