Sangamo Therapeutics Total Risk Alpha
| SGMO Stock | | | USD 0.38 -0.02 -5.00% |
The Total Risk Alpha technical lookup provides context for Sangamo Therapeutics and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. Sangamo Therapeutics has a market cap of 140.57 M, operating margin of -61.19%, ROE of -4.8%. Review
World Market Map for broader portfolio context. This reflects a position in Sangamo Therapeutics 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 state.
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How to Buy Sangamo Therapeutics guide for key considerations.
Sangamo Therapeutics has current Total Risk Alpha of 0.35. 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] |
| = | 0.35 | |
| ER[a] | = | Expected return on investing in Sangamo Therapeutics |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sangamo Therapeutics |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sangamo Therapeutics Total Risk Alpha Peers Comparison
Sangamo Total Risk Alpha Relative To Other Indicators
Sangamo Therapeutics lands at
#4 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
209.27 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for Sangamo Therapeutics sits at
209.27 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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