Sony Group Total Risk Alpha
| SONY Stock | | | USD 21.49 0.03 0.14% |
This technical indicator view for Total Risk Alpha organizes signals for Sony Group Corp and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Sony Group has a market cap of 127.61 B, operating margin of 13.74%, ROE of 14.92%.
World Market Map can help frame allocation decisions. This includes a position in Sony Group Corp within the portfolio mix. 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.
Sony Group Corp has current Total Risk Alpha of
-0.28. 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] |
| = | -0.28 | |
| ER[a] | = | Expected return on investing in Sony Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sony Group |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sony Group Total Risk Alpha Peers Comparison
Sony Total Risk Alpha Relative To Other Indicators
Sony Group Corp is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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