SATO Technologies Total Risk Alpha
| SATO Stock | | | 0.10 0.01 17.65% |
This dataset for SATO Technologies Corp reflects inputs used in the Total Risk Alpha calculation. All values reflect available price and volume data across reporting intervals. Data availability for the calculation period determines indicator completeness. SATO Technologies has a market cap of 7.33 M, operating margin of -1.79%, ROE of -27.43%. Use
World Market Map to explore allocation context. The allocation summary reflects available position data. Composition figures are derived from reported holdings. The dataset reflects available inputs without directional implication. The portfolio reflects a holding in SATO Technologies Corp. The position falls within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
SATO Technologies Corp has current Total Risk Alpha of 0.5894. 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] |
| = | 0.5894 | |
| ER[a] | = | Expected return on investing in SATO Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SATO Technologies |
| 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
SATO Technologies Corp is rated
below average for total risk alpha across the peer group. It is currently under evaluation for maximum drawdown across the peer group reflecting a
62.21 ratio of Maximum Drawdown to Total Risk Alpha. SATO Technologies Corp's Maximum Drawdown exceeds Total Risk Alpha by a factor of
62.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SATO Technologies to Peers
Other Technical Indicators