Indofood Agri Total Risk Alpha
| INDFY Stock | | | USD 13.20 0.00 0.00% |
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Indofood Agri Resources has current Total Risk Alpha of 0.0426. 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] |
| = | 0.0426 | |
| ER[a] | = | Expected return on investing in Indofood Agri |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Indofood Agri |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Indofood Agri Total Risk Alpha Peers Comparison
Indofood Total Risk Alpha Relative To Other Indicators
Indofood Agri Resources is rated
third overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
431.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Indofood Agri Resources is roughly
431.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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