Indra Sistemas Total Risk Alpha

ISMAY Stock  USD 8.53  0.23  2.63%   
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Indra Sistemas SA has current Total Risk Alpha of (0.40). 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]

 = 
(0.40)
ER[a] = Expected return on investing in Indra Sistemas
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Indra Sistemas
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Indra Sistemas Total Risk Alpha Peers Comparison

Indra Total Risk Alpha Relative To Other Indicators

Indra Sistemas SA is rated fourth overall 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.
Compare Indra Sistemas to Peers

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