Ossiam Stoxx Total Risk Alpha

S6EW Etf  EUR 131.12  0.28  0.21%   
Ossiam Stoxx total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Ossiam Stoxx Europe 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
  
Ossiam Stoxx Europe has current Total Risk Alpha of 0.1245. 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]

 = 
0.1245
ER[a] = Expected return on investing in Ossiam Stoxx
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Ossiam Stoxx
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate

Ossiam Stoxx Total Risk Alpha Peers Comparison

00.124500.080100%

Ossiam Total Risk Alpha Relative To Other Indicators

Ossiam Stoxx Europe is presently regarded as number one ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about  20.46  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Ossiam Stoxx Europe is roughly  20.46 
JavaScript chart by amCharts 3.21.15CAPEOP5E5OGUS6EW 01234 -0.0500.050.100.15
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Ossiam Stoxx to Peers

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