Lineage Cell Total Risk Alpha
| LCTX Stock | | | USD 1.60 -0.01 -0.62% |
This technical indicator view for Total Risk Alpha organizes signals for Lineage Cell Therapeutics and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Lineage Cell has a market cap of 370.83 M, operating margin of -99.09%, ROE of -105.3%. See
Correlation Analysis for portfolio-level analysis. This reflects a position in Lineage Cell 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
signals in real.
Lineage Cell Therapeutics has current Total Risk Alpha of 0.2054. 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] |
| = | 0.2054 | |
| ER[a] | = | Expected return on investing in Lineage Cell |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lineage Cell |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lineage Cell Total Risk Alpha Peers Comparison
Lineage Total Risk Alpha Relative To Other Indicators
Lineage Cell Therapeutics is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
104.52 of Maximum Drawdown per Total Risk Alpha. At
104.52 , Lineage Cell Therapeutics'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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.