Cognition Therapeutics Total Risk Alpha
| CGTX Stock | | | USD 1.05 -0.03 -2.78% |
The Total Risk Alpha lookup presents technical context for Cognition Therapeutics and related instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Cognition Therapeutics has a market cap of 92.69 M, ROE of -109.73%.
Trending Equities can help frame allocation decisions. The allocation includes a position in Cognition Therapeutics 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
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Cognition Therapeutics has current Total Risk Alpha of
-0.43. 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] |
| = | -0.43 | |
| ER[a] | = | Expected return on investing in Cognition Therapeutics |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Cognition Therapeutics |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Cognition Therapeutics Total Risk Alpha Peers Comparison
Cognition Total Risk Alpha Relative To Other Indicators
Cognition Therapeutics is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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