IDT Total Risk Alpha
| IDT Stock | | | USD 50.68 -0.76 -1.48% |
IDT total risk alpha lookup summarizes this and related technical indicators for IDT Corporation. Some instruments may have limited coverage due to data differences;
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Risk vs Return Analysis to better understand diversified portfolio construction. Additional portfolio transparency improves capital positioning. This includes a position in IDT Corporation across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
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IDT Corporation has current Total Risk Alpha of 0.0464. 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] |
| = | 0.0464 | |
| ER[a] | = | Expected return on investing in IDT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IDT |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IDT Total Risk Alpha Peers Comparison
IDT Total Risk Alpha Relative To Other Indicators
IDT Corporation is ranked
fifth relative to stocks in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
148.56 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for IDT Corporation is roughly
148.56 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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