KT Total Risk Alpha
| KT Stock | | | USD 21.65 0.39 1.83% |
The Total Risk Alpha profile for KT Corporation is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. KT has a market cap of 10.25 B, operating margin of 3.23%, current ratio of 1.13. Review
Correlation Analysis for broader portfolio context. KT Corporation can be included in a portfolio to evaluate diversification impact. Weighting is typically determined by the allocation framework in use. Broader economic conditions can influence KT Corporation's company valuation — related indicators include
signals in population.
KT Corporation has current Total Risk Alpha of 0.3126. 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] |
| = | 0.3126 | |
| ER[a] | = | Expected return on investing in KT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on KT |
| 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
KT Corporation maintains a
fifth standing in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
26.11 of Maximum Drawdown per Total Risk Alpha. For KT Corporation, Maximum Drawdown stands at
26.11 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare KT to Peers
Other Technical Indicators