INEO Tech Total Risk Alpha
| INEOF Stock | | | USD 0.01 -0.0009 -8.57% |
The Total Risk Alpha calculation for INEO Tech draws on price and volume history. Each data point is derived from standardized price and volume feeds. INEO Tech has a market cap of 6.83 M, operating margin of -2.21%, ROE of -96.75%. Portfolio-level context is available through
Risk vs Return Analysis. The portfolio structure is presented for analytical context. Portfolio data reflects current holdings and their weights. All values are presented as reference data. This captures an allocation to INEO Tech Corp. This is part of the broader portfolio composition. How positions are weighted depends on the construction approach used. Also, note that the market value of any otc stock could be closely tied with the direction of predictive economic indicators such as
signals in metropolitan statistical area.
INEO Tech Corp has current Total Risk Alpha of 3.39. 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] |
| = | 3.39 | |
| ER[a] | = | Expected return on investing in INEO Tech |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on INEO Tech |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
INEO Tech Corp ranks
third among otc stocks in total risk alpha across its competitive set. It is currently under evaluation in maximum drawdown across its competitive set at roughly
42.44 Maximum Drawdown per unit of Total Risk Alpha. INEO Tech Corp carries a
42.44 x Maximum Drawdown-to-Total Risk Alpha ratio
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare INEO Tech to Peers
Other Technical Indicators