Sprouts Farmers Total Risk Alpha

SFM Stock  USD 64.04  0.13  0.20%   
Sprouts Farmers total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Sprouts Farmers Market or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Sprouts Farmers Market has current Total Risk Alpha of 0.0052. 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]

 = 
0.0052
ER[a] = Expected return on investing in Sprouts Farmers
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Sprouts Farmers
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Sprouts Farmers Total Risk Alpha Peers Comparison

Sprouts Total Risk Alpha Relative To Other Indicators

Sprouts Farmers Market is currently regarded as top stock in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  2,762  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Sprouts Farmers Market is roughly  2,762 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Sprouts Farmers to Peers

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