| 0P0000MZYR | | | EUR 185.29 0.05 0.03% |
IE00B0H4TS55 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for IE00B0H4TS55 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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IE00B0H4TS55 has current Total Risk Alpha of
(0.03). 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] |
| = | (0.03) | |
| ER[a] | = | Expected return on investing in IE00B0H4TS55 |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IE00B0H4TS55 |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IE00B0H4TS55 Total Risk Alpha Peers Comparison
IE00B0H4TS55 Total Risk Alpha Relative To Other Indicators
IE00B0H4TS55 is rated
below average in total risk alpha among similar funds. It is rated
below average in maximum drawdown among similar funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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