| 030190 Stock | | | KRW 12,470 320.00 2.63% |
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NICE Information Service has current Total Risk Alpha of 0.2845. 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] |
| = | 0.2845 | |
| ER[a] | = | Expected return on investing in NICE Information |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on NICE Information |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
NICE Information Total Risk Alpha Peers Comparison
NICE Total Risk Alpha Relative To Other Indicators
NICE Information Service is rated
third in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
32.07 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for NICE Information Service is roughly
32.07 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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