NTT DATA Risk Adjusted Performance

NT5 Stock  EUR 18.00  0.40  2.27%   
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NTT DATA has current Risk Adjusted Performance of 0.1436.

RAP

 = 

(ER[a] - RFR) * STD[b])/STD[b]

RFR

 = 
0.1436
ER[a] = Expected return on investing in NTT DATA
RFR = Risk Free Rate of return. Typically T-Bill Rate
STD[b] =   Standard Deviation of selected market or benchmark.

NTT DATA Risk Adjusted Performance Peers Comparison

NTT Risk Adjusted Performance Relative To Other Indicators

NTT DATA is considered to be number one stock in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about  111.34  of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for NTT DATA is roughly  111.34 
Compare NTT DATA to Peers

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