| ITMA Stock | | | IDR 745.00 5.00 0.67% |
Sumber Energi total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Sumber Energi Andalan 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 Energi Andalan has current Total Risk Alpha of
(0.26). 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] |
| = | (0.26) | |
| ER[a] | = | Expected return on investing in Sumber Energi |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Sumber Energi |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Sumber Energi Total Risk Alpha Peers Comparison
Sumber Total Risk Alpha Relative To Other Indicators
Sumber Energi Andalan is rated
third 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.
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