| KEYW Stock | | | EUR 0.78 0.04 5.41% |
Keyware Technologies total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Keyware Technologies NV or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Keyware Technologies NV has current Total Risk Alpha of 0.1279. 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] |
| = | 0.1279 | |
| ER[a] | = | Expected return on investing in Keyware Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Keyware Technologies |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Keyware Technologies Total Risk Alpha Peers Comparison
Keyware Total Risk Alpha Relative To Other Indicators
Keyware Technologies NV is rated
second overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
102.31 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Keyware Technologies NV is roughly
102.31 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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