Tellusgruppen Total Risk Alpha
| TELLUS Stock | | | SEK 6.00 0.20 3.45% |
The Total Risk Alpha profile for Tellusgruppen AB is based on historical price and volume observations. The dataset is based on observed market activity where data is available. Coverage may vary depending on data availability and normalization methods. Tellusgruppen has a market cap of 111.79 M, operating margin of -1.85%, ROE of -49.7%. See
World Market Map for portfolio-level analysis. Portfolio positioning is summarized for reference. Position-level data supports the allocation summary. The allocation shows a weighting toward Tellusgruppen AB. The position is captured in the allocation summary. Each holding is sized according to the methodology applied to the portfolio. All values are presented as reference data. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
Tellusgruppen AB has current Total Risk Alpha of 0.7065. 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] |
| = | 0.7065 | |
| ER[a] | = | Expected return on investing in Tellusgruppen |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tellusgruppen |
| 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
Tellusgruppen AB is rated
second in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
39.76 of Maximum Drawdown per Total Risk Alpha. At
39.76 , Tellusgruppen AB's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Tellusgruppen to Peers
Other Technical Indicators