| IGC Stock | | | USD 0.44 0.02 4.35% |
India Globalization total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for India Globalization Capital 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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India Globalization Capital has current Total Risk Alpha of 0.0797. 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] |
| = | 0.0797 | |
| ER[a] | = | Expected return on investing in India Globalization |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on India Globalization |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
India Globalization Total Risk Alpha Peers Comparison
India Total Risk Alpha Relative To Other Indicators
India Globalization Capital is rated
second overall in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
489.99 of Maximum Drawdown per Total Risk Alpha.
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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