| TKE Stock | | | EUR 179.90 0.50 0.28% |
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Take Two Interactive Software has current Total Risk Alpha of 0.087. 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] |
| = | 0.087 | |
| ER[a] | = | Expected return on investing in Take Two |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Take Two |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Take Two Total Risk Alpha Peers Comparison
Take Total Risk Alpha Relative To Other Indicators
Take Two Interactive Software is rated
second in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
85.65 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Take Two Interactive Software is roughly
85.65 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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