Qt Group Total Risk Alpha
| QTGPF Stock | | | USD 30.98 0.00 0.00% |
The Total Risk Alpha profile for Qt Group Oyj is based on historical price and volume observations. Coverage may vary depending on data availability and normalization methods. Qt Group has a market cap of 1.6 B, operating margin of 20.14%, ROE of 46.69%. Use
Your Equity Center to view allocation positioning. Current allocation data is available for review. This includes a position in Qt Group Oyj. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as various price indices.
Qt Group Oyj has current Total Risk Alpha of
-0.07. 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] |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in Qt Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Qt Group |
| 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
Qt Group Oyj is rated
below average in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Qt Group to Peers
Other Technical Indicators