Amundi Climate total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Amundi Climate Transition 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 Equity Screeners to view more equity screening tools
Amundi
Amundi Climate Transition has current Total Risk Alpha of 0.017. 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]
=
0.017
ER[a]
=
Expected return on investing in Amundi Climate
ER[b]
=
Expected return on market index or selected benchmark
Amundi Total Risk Alpha Relative To Other Indicators
Amundi Climate Transition is rated below average in total risk alpha among similar funds. It is currently under evaluation in maximum drawdown among similar funds reporting about 97.63 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Amundi Climate Transition is roughly 97.63
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Thematic Opportunities
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Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.