CSG Systems Total Risk Alpha
| CSGS Stock | | | USD 79.79 -0.03 -0.04% |
CSG Systems total risk alpha lookup summarizes this and related technical indicators for CSG Systems International. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. CSG Systems has a market cap of 2.28 B, operating margin of 13.03%, ROE of 19.74%. Use
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CSG Systems International has current Total Risk Alpha of 0.0575. 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] |
| = | 0.0575 | |
| ER[a] | = | Expected return on investing in CSG Systems |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CSG Systems |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CSG Systems Total Risk Alpha Peers Comparison
CSG Total Risk Alpha Relative To Other Indicators
CSG Systems International is rated
fifth among stocks in total risk alpha category among its top competitors. It is currently under evaluation. in maximum drawdown category among its top competitors reporting about
57.96 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for CSG Systems International is roughly
57.96 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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