| INTA Stock | | | IDR 13.00 1.00 8.33% |
Intraco Penta total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Intraco Penta Tbk 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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Intraco Penta Tbk has current Total Risk Alpha of
(1.75). 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] |
| = | (1.75) | |
| ER[a] | = | Expected return on investing in Intraco Penta |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Intraco Penta |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Intraco Penta Total Risk Alpha Peers Comparison
Intraco Total Risk Alpha Relative To Other Indicators
Intraco Penta Tbk is rated
below average in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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