Sartorius Stedim Total Risk Alpha
| SDMHF Stock | | | USD 181.29 -3.31 -1.79% |
Sartorius Stedim total risk alpha lookup summarizes this and related technical indicators for Sartorius Stedim Biotech. Availability can vary by instrument;
Equity Screeners offers additional screening access. Sartorius Stedim has a market cap of 34.9 B, operating margin of 29.81%, ROE of 33.06%. Use
World Market Map to explore allocation context. This includes a position in Sartorius Stedim Biotech 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 rate.
Sartorius Stedim Biotech has current Total Risk Alpha of
-0.30. 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] |
| = | -0.30 | |
| ER[a] | = | Expected return on investing in Sartorius Stedim |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sartorius Stedim |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sartorius Stedim Total Risk Alpha Peers Comparison
Sartorius Total Risk Alpha Relative To Other Indicators
Sartorius Stedim Biotech is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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