| DIA Crypto | | | USD 0.75 0.07 10.29% |
DIA total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for DIA 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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DIA has current Total Risk Alpha of 0.0682. 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] |
| = | 0.0682 | |
| ER[a] | = | Expected return on investing in DIA |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on DIA |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
DIA Total Risk Alpha Peers Comparison
DIA Total Risk Alpha Relative To Other Indicators
DIA cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about
1,598 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for DIA is roughly
1,598 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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