ETHetc Physical total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for ETHetc Physical 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
ETHetc
ETHetc Physical has current Total Risk Alpha of 0.9456. 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]
=
0.9456
ER[a]
=
Expected return on investing in ETHetc Physical
ER[b]
=
Expected return on market index or selected benchmark
ETHetc Total Risk Alpha Relative To Other Indicators
ETHetc Physical is rated first in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about 59.34 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for ETHetc Physical is roughly 59.34
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Thematic Opportunities
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