| IOC Stock | | | 127.70 2.61 2.00% |
Indian OilLimited total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Indian Oil 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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Indian Oil has current Total Risk Alpha of 0.0769. 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] |
| = | 0.0769 | |
| ER[a] | = | Expected return on investing in Indian OilLimited |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Indian OilLimited |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Indian OilLimited Total Risk Alpha Peers Comparison
Indian Total Risk Alpha Relative To Other Indicators
Indian Oil is rated
fifth overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
128.72 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Indian Oil is roughly
128.72 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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