Vale Indonesia Total Risk Alpha
| INCO Stock | | | IDR 6,075 -125.00 -2.02% |
The Total Risk Alpha technical lookup provides context for Vale Indonesia Tbk and related instruments. Some instruments may have limited coverage due to data differences;
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Risk vs Return Analysis provides context for diversified portfolio construction. Additional portfolio transparency improves capital positioning. This reflects a position in Vale Indonesia Tbk across the allocation. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Vale Indonesia Tbk has current Total Risk Alpha of 0.7739. 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] |
| = | 0.7739 | |
| ER[a] | = | Expected return on investing in Vale Indonesia |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vale Indonesia |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Vale Indonesia Total Risk Alpha Peers Comparison
Vale Total Risk Alpha Relative To Other Indicators
Vale Indonesia Tbk is ranked
second relative to stocks in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
29.09 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Vale Indonesia Tbk is roughly
29.09 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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