Nasdaq Total Risk Alpha

IXIC -  USA Index  

 11,355  33.88  0.30%

Nasdaq total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Nasdaq or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
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Nasdaq has current Total Risk Alpha of 0.0694. 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] 
 = 
0.0694
ER[a] = Expected return on investing in Nasdaq
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Nasdaq
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Nasdaq Total Risk Alpha Relative To Other Indicators

Nasdaq cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  310.85  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Nasdaq is roughly  310.85 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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