Qualitau Total Risk Alpha

QLTU
 Stock
  

ILA 4,319  16.00  0.37%   

Qualitau total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Qualitau 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
  
Qualitau has current Total Risk Alpha of 0.5103. 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] 
 = 
0.5103
ER[a] = Expected return on investing in Qualitau
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Qualitau
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Qualitau Total Risk Alpha Peers Comparison

Qualitau Total Risk Alpha Relative To Other Indicators

Qualitau is currently regarded as top stock in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  26.58  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Qualitau is roughly  26.58 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.

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