KS AG Total Risk Alpha
| KPLUY Stock | | | USD 10.28 1.34 14.99% |
This technical indicator view for Total Risk Alpha organizes signals for KS AG DRC and comparable instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. KS AG has a market cap of 4.35 B, operating margin of 30.53%, ROE of 26.89%. See
Correlation Analysis for portfolio-level analysis. This includes a position in KS AG DRC in the portfolio view. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in population.
KS AG DRC has current Total Risk Alpha of 0.7996. 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] |
| = | 0.7996 | |
| ER[a] | = | Expected return on investing in KS AG |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KS AG |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
KS AG Total Risk Alpha Peers Comparison
KPLUY Total Risk Alpha Relative To Other Indicators
KS AG DRC is rated
third in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
13.42 of Maximum Drawdown per Total Risk Alpha. At
13.42 , KS AG DRC's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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