NetSol Technologies Total Risk Alpha
| NTWK Stock | | | USD 3.62 -0.05 -1.36% |
The Total Risk Alpha lookup presents technical context for NetSol Technologies and related instruments. Availability can vary by instrument;
Equity Screeners offers additional screening access. NetSol Technologies has a market cap of 42.78 M, operating margin of 6.91%, ROE of 10.65%.
Correlation Analysis can help frame allocation decisions. The allocation includes a position in NetSol Technologies within the allocation view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in persons.
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How to Invest in NetSol Technologies guide offers a complete walkthrough for buying and trading NetSol Stock.
NetSol Technologies has current Total Risk Alpha of 0.5844. 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] |
| = | 0.5844 | |
| ER[a] | = | Expected return on investing in NetSol Technologies |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on NetSol Technologies |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
NetSol Technologies Total Risk Alpha Peers Comparison
NetSol Total Risk Alpha Relative To Other Indicators
NetSol Technologies carries a
third ranking for total risk alpha within its peer group. It is currently under evaluation for maximum drawdown within its peer group where Maximum Drawdown runs almost
36.84 per Total Risk Alpha. NetSol Technologies's Maximum Drawdown registers at
36.84 relative to Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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