| INBR Stock | | | 394.40 5.60 1.40% |
Inbar Group total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Inbar Group Finance 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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Inbar Group Finance has current Total Risk Alpha of 0.5318. 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] |
| = | 0.5318 | |
| ER[a] | = | Expected return on investing in Inbar Group |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Inbar Group |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Inbar Group Total Risk Alpha Peers Comparison
Inbar Total Risk Alpha Relative To Other Indicators
Inbar Group Finance is rated
third overall in total risk alpha category among its peers. It is currently regarded as number one stock in maximum drawdown category among its peers reporting about
48.23 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Inbar Group Finance is roughly
48.23 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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