| TKIM Stock | | | IDR 7,925 100.00 1.28% |
Pabrik Kertas total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Pabrik Kertas Tjiwi 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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Pabrik Kertas Tjiwi has current Total Risk Alpha of 0.0133. 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] |
| = | 0.0133 | |
| ER[a] | = | Expected return on investing in Pabrik Kertas |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Pabrik Kertas |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Pabrik Kertas Total Risk Alpha Peers Comparison
Pabrik Total Risk Alpha Relative To Other Indicators
Pabrik Kertas Tjiwi is currently regarded as top stock in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about
960.66 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Pabrik Kertas Tjiwi is roughly
960.66 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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