SoSoValue Total Risk Alpha
| SOSO Crypto | | | USD 0.37 0.01 2.78% |
SoSoValue total risk alpha lookup summarizes this and related technical indicators for SoSoValue. Some instruments may have limited coverage due to data differences;
Equity Screeners lists screening tools. SoSoValue has a market cap of 179. Use
World Market Map to explore allocation context. This includes a position in SoSoValue across the allocation. Also, note that the market value of any cryptocurrency could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
SoSoValue has current Total Risk Alpha of
-0.29. 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] |
| = | -0.29 | |
| ER[a] | = | Expected return on investing in SoSoValue |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SoSoValue |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
SoSoValue Total Risk Alpha Peers Comparison
SoSoValue Total Risk Alpha Relative To Other Indicators
SoSoValue cannot be rated in Total Risk Alpha at this point. It cannot be rated in Maximum Drawdown at this point. .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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