Amundi MSCI Total Risk Alpha
| EABE Etf | | | 89.77 -0.87 -0.96% |
Amundi MSCI total risk alpha lookup summarizes this and related technical indicators for Amundi MSCI Europe. Coverage depends on data availability and normalization;
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signals in inflation.
Amundi MSCI Europe has current Total Risk Alpha of 0.0638. 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] |
| = | 0.0638 | |
| ER[a] | = | Expected return on investing in Amundi MSCI |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Amundi MSCI |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Amundi MSCI Total Risk Alpha Peers Comparison
Amundi Total Risk Alpha Relative To Other Indicators
Amundi MSCI Europe currently holds the
# 4 position in total risk alpha as compared to similar ETFs. It currently holds the
# 3 position in maximum drawdown as compared to similar ETFs reporting about
77.21 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Amundi MSCI Europe is roughly
77.21 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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