Kudelski Total Risk Alpha
| KDCXF Stock | | | USD 1.60 0.45 39.13% |
Kudelski total risk alpha lookup summarizes this and related technical indicators for Kudelski SA. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Kudelski has a market cap of 260.31 M, operating margin of 0.61%, ROE of 1.63%. Use
Correlation Analysis to explore allocation context. This includes a position in Kudelski SA within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in median.
Kudelski SA has current Total Risk Alpha of 0.7815. 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] |
| = | 0.7815 | |
| ER[a] | = | Expected return on investing in Kudelski |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Kudelski |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Kudelski Total Risk Alpha Peers Comparison
Kudelski Total Risk Alpha Relative To Other Indicators
Kudelski SA ranks
fifth among pink sheets in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
38.94 Maximum Drawdown per unit of Total Risk Alpha. Kudelski SA carries a
38.94 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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