| AMRT Stock | | | IDR 2,910 50.00 1.69% |
Sumber Alfaria total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Sumber Alfaria Trijaya 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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Sumber Alfaria Trijaya has current Total Risk Alpha of
(0.22). 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] |
| = | (0.22) | |
| ER[a] | = | Expected return on investing in Sumber Alfaria |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sumber Alfaria |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sumber Alfaria Total Risk Alpha Peers Comparison
Sumber Total Risk Alpha Relative To Other Indicators
Sumber Alfaria Trijaya is rated
fourth 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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