Sage Group Total Risk Alpha
| SGGEF Stock | | | USD 11.07 0.31 2.88% |
This dataset for The Sage Group reflects inputs used in the Total Risk Alpha calculation. All values reflect available price and volume data across reporting intervals. Sage Group has a market cap of 9.5 B, operating margin of 19.83%, current ratio of 0.78. Review
World Market Map for broader portfolio context. The Sage Group can be tracked within a custom portfolio for ongoing monitoring. All values are based on available data and provided as reference information. Broader economic conditions can influence The Sage Group's company valuation — related indicators include
signals in median.
The Sage Group has current Total Risk Alpha of
-0.15. 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] |
| = | -0.15 | |
| ER[a] | = | Expected return on investing in Sage Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sage Group |
| 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
The Sage Group 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.
Compare Sage Group to Peers
Other Technical Indicators