Santeon Total Risk Alpha
| SANT Stock | | | USD 0.0003 0.00 0.00% |
The Total Risk Alpha profile for Santeon Group is based on historical price and volume observations. All inputs reflect available trading data across supported markets. Normalization methods and data feeds may affect reported values. Related screening structures are referenced through
Equity Screeners. Santeon has a market cap of 543.12 K, operating margin of 1.94%, ROE of 1.78%. Use
World Market Map to explore allocation context. Allocation data is presented for contextual reference. Allocation figures are based on reported position values. The information is analytical in nature and is not intended as a specific recommendation. A position in Santeon Group appears within the mix. The allocation reflects this within the position set. Position sizing reflects the allocation methodology applied to the portfolio. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Santeon Group has current Total Risk Alpha of 5.65. 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] |
| = | 5.65 | |
| ER[a] | = | Expected return on investing in Santeon |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Santeon |
| 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
Santeon Group maintains a
second standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
35.38 of Maximum Drawdown per Total Risk Alpha. For Santeon Group, Maximum Drawdown stands at
35.38 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Santeon to Peers
Other Technical Indicators