Ninety One Total Risk Alpha
| NINTF Stock | | | USD 3.50 0.00 0.00% |
This module presents the Total Risk Alpha indicator for Ninety One Group using available market inputs. Coverage differences may occur across instruments and market segments. Ninety One has a market cap of 2.26 B, operating margin of 36.16%, current ratio of 1.03.
Correlation Analysis adds portfolio-level perspective. Adding Ninety One Group to a portfolio enables side-by-side comparison with other holdings. The allocation framework in use shapes how individual positions are weighted. Broader economic conditions can influence Ninety One Group's company valuation — related indicators include
signals in population.
Ninety One Group has current Total Risk Alpha of 0.7607. 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] |
| = | 0.7607 | |
| ER[a] | = | Expected return on investing in Ninety One |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ninety One |
| 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
Ninety One Group ranks
second 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
40.10 Maximum Drawdown per unit of Total Risk Alpha. Ninety One Group carries a
40.10 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 Ninety One to Peers
Other Technical Indicators