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Nasdaq US Total Risk Alpha

NQU
NQUSSGN -- USA Index  

 1,860  15.85  0.84%

Nasdaq US total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Nasdaq US Small Cap Growth NTR 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 US Small Cap Growth NTR has current Total Risk Alpha of 0.0353. 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] 
 = 
0.0353
ER[a] =   Expected return on investing in Nasdaq US
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Nasdaq US
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

Nasdaq US Small Cap Growth NTR cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  154.03  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Nasdaq US Small Cap Growth NTR is roughly  154.03 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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