| ITMG Stock | | | IDR 27,950 1,250 4.68% |
Indo Tambangraya market-risk-adjusted-performance technical analysis lookup allows you to check this and other technical indicators for Indo Tambangraya Megah 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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Indo Tambangraya Megah has current Market Risk Adjusted Performance of 8.61.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | 8.61 | |
| ER[a] | = | Expected return on investing in Indo Tambangraya |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Indo Tambangraya Market Risk Adjusted Performance Peers Comparison
Indo Market Risk Adjusted Performance Relative To Other Indicators
Indo Tambangraya Megah is rated
second overall in market risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
0.49 of Maximum Drawdown per Market Risk Adjusted Performance. The ratio of Market Risk Adjusted Performance to Maximum Drawdown for Indo Tambangraya Megah is roughly
2.03
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