NICE Total Risk Alpha
| NCSYF Stock | | | USD 95.00 0.00 0.00% |
The Total Risk Alpha profile for NICE is based on historical price and volume observations. Normalization methods and data feeds may affect reported values. NICE has a market cap of 12.71 B, operating margin of 14.63%, ROE of 8.63%. See
Correlation Analysis for portfolio-level analysis. This suggests a position in NICE. The position sits inside the allocation 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 private.
NICE has current Total Risk Alpha of 0.1725. 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] |
| = | 0.1725 | |
| ER[a] | = | Expected return on investing in NICE |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on NICE |
| 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
NICE ranks
fourth 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
119.13 Maximum Drawdown per unit of Total Risk Alpha. NICE carries a
119.13 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.
Compare NICE to Peers
Other Technical Indicators