COMTECH TELECOMM Total Risk Alpha
| CC6 Stock | | | EUR 4.74 0.12 2.60% |
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COMTECH TELECOMM has current Total Risk Alpha of 0.7016. 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] |
| = | 0.7016 | |
| ER[a] | = | Expected return on investing in COMTECH TELECOMM |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on COMTECH TELECOMM |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
COMTECH TELECOMM Total Risk Alpha Peers Comparison
COMTECH Total Risk Alpha Relative To Other Indicators
COMTECH TELECOMM is number one stock in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
36.53 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for COMTECH TELECOMM is roughly
36.53 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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