| QLYS Stock | | | USD 139.83 1.51 1.07% |
Qualys total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Qualys Inc 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
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Qualys Inc has current Total Risk Alpha of 0.1415. 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] |
| = | 0.1415 | |
| ER[a] | = | Expected return on investing in Qualys |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Qualys |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Qualys Total Risk Alpha Peers Comparison
Qualys Total Risk Alpha Relative To Other Indicators
Qualys Inc is rated
fifth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
192.79 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Qualys Inc is roughly
192.79 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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