| INTP Stock | | | IDR 7,825 200.00 2.62% |
Indocement Tunggal total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Indocement Tunggal Prakarsa 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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Indocement Tunggal Prakarsa has current Total Risk Alpha of
(0.50). 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] |
| = | (0.50) | |
| ER[a] | = | Expected return on investing in Indocement Tunggal |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Indocement Tunggal |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Indocement Tunggal Total Risk Alpha Peers Comparison
Indocement Total Risk Alpha Relative To Other Indicators
Indocement Tunggal Prakarsa is rated
fifth overall in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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