| LT Stock | | | 3,758 49.05 1.29% |
Larsen Toubro total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Larsen Toubro Limited 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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Larsen Toubro Limited has current Total Risk Alpha of 0.0029. 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] |
| = | 0.0029 | |
| ER[a] | = | Expected return on investing in Larsen Toubro |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Larsen Toubro |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Larsen Toubro Total Risk Alpha Peers Comparison
Larsen Total Risk Alpha Relative To Other Indicators
Larsen Toubro Limited is rated
fourth overall in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
2,793 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Larsen Toubro Limited is roughly
2,793 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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