Lyxor Smart total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Lyxor Smart Overnight 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
Lyxor
Lyxor Smart Overnight has current Total Risk Alpha of 0.0108. 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]
=
0.0108
ER[a]
=
Expected return on investing in Lyxor Smart
ER[b]
=
Expected return on market index or selected benchmark
Lyxor Total Risk Alpha Relative To Other Indicators
Lyxor Smart Overnight is rated below average in total risk alpha as compared to similar ETFs. It is rated below average in maximum drawdown as compared to similar ETFs reporting about 14.40 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Lyxor Smart Overnight is roughly 14.40
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