| BLE Stock | | | USD 10.72 0.03 0.28% |
BlackRock MIT total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for BlackRock MIT II 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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BlackRock MIT II has current Total Risk Alpha of
(0.12). 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] |
| = | (0.12) | |
| ER[a] | = | Expected return on investing in BlackRock MIT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on BlackRock MIT |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
BlackRock MIT Total Risk Alpha Peers Comparison
BlackRock Total Risk Alpha Relative To Other Indicators
BlackRock MIT II is rated
fifth in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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