Qwest Corp Total Risk Alpha
| CTDD Stock | | | USD 19.51 -0.02 -0.10% |
Observed values used in the Total Risk Alpha indicator for Qwest Corp 6 are included in this dataset. The underlying data comes from exchange-reported trading records. Qwest Corp has current ratio of 0.92. Allocation context is available in
Trending Equities. Portfolio tools allow users to monitor Qwest Corp 6 alongside other positions. Correlation data between positions helps assess portfolio-level risk. Broader economic conditions can influence Qwest Corp 6's company valuation — related indicators include
signals in unemployment.
Qwest Corp 6 has current Total Risk Alpha of 0.1549. 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] |
| = | 0.1549 | |
| ER[a] | = | Expected return on investing in Qwest Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Qwest Corp |
| 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
Qwest Corp 6 is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
53.73 . The Maximum Drawdown to Total Risk Alpha ratio for Qwest Corp 6 comes in at
53.73 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Qwest Corp to Peers
Other Technical Indicators