Sativus Tech Total Risk Alpha
| SATT Stock | | | USD 0.14 0.00 0.00% |
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Sativus Tech Corp has current Total Risk Alpha of 0.2541. 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] |
| = | 0.2541 | |
| ER[a] | = | Expected return on investing in Sativus Tech |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sativus Tech |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sativus Tech Total Risk Alpha Peers Comparison
Sativus Total Risk Alpha Relative To Other Indicators
Sativus Tech Corp is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
446.02 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Sativus Tech Corp is roughly
446.02 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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