CSG Systems Total Risk Alpha vs. Kurtosis
| CSGS Stock | | | USD 79.51 0.05 0.06% |
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CSG Systems International has current Total Risk Alpha of 0.131. 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] |
| = | 0.131 | |
| ER[a] | = | Expected return on investing in CSG Systems |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on CSG Systems |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
CSG Systems Total Risk Alpha Peers Comparison
CSG Total Risk Alpha Relative To Other Indicators
CSG Systems International is rated
second in total risk alpha category among its peers. It is currently under evaluation in kurtosis category among its peers making up about
363.01 of Kurtosis per Total Risk Alpha. The ratio of Kurtosis to Total Risk Alpha for CSG Systems International is roughly
363.01 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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