| HRL-F14 Etf | | | ILA 760.20 5.80 0.77% |
Harel Index total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Harel Index Funds 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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Harel Index Funds has current Total Risk Alpha of 0.1708. 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] |
| = | 0.1708 | |
| ER[a] | = | Expected return on investing in Harel Index |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Harel Index |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Harel Index Total Risk Alpha Peers Comparison
Harel Total Risk Alpha Relative To Other Indicators
Harel Index Funds is rated
# 2 ETF in total risk alpha as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
26.57 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Harel Index Funds is roughly
26.57 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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