Amadeus IT Total Risk Alpha vs. Kurtosis
| AMADF Stock | | | USD 57.02 -2.76 -4.62% |
Reference data associated with the this indicator technical indicator for Amadeus IT Group. Certain instruments may report limited data depending on market coverage.
Amadeus IT Group has current Total Risk Alpha of
-0.04. 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] |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Amadeus IT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Amadeus IT |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Amadeus IT Group is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in kurtosis across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Amadeus IT to Peers
Other Technical Indicators