Ironstone Total Risk Alpha
| IRNS Stock | | | USD 0.002 0.00 0.00% |
This technical indicator view for Total Risk Alpha organizes signals for Ironstone Group and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Ironstone has a market cap of 12.23 M, ROE of -31.13%. See
Risk vs Return Analysis for portfolio-level analysis. This suggests a position in Ironstone Group within the portfolio mix. 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.
Ironstone Group has current Total Risk Alpha of 0. 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 | |
| ER[a] | = | Expected return on investing in Ironstone |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ironstone |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ironstone Total Risk Alpha Peers Comparison
Ironstone Total Risk Alpha Relative To Other Indicators
Ironstone Group is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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