Amundi MSCI Total Risk Alpha
| EBUY Etf | | | CHF 13.65 -5.13 -27.32% |
Observed values used to calculate the Total Risk Alpha technical indicator for Amundi MSCI Digital. Availability may differ across exchanges, markets, and reporting intervals.
Amundi MSCI Digital has current Total Risk Alpha of 1.05. 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] |
| = | 1.05 | |
| 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 |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Amundi MSCI Digital stands at number one for total risk alpha relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers reflecting a
59.13 ratio of Maximum Drawdown to Total Risk Alpha. Amundi MSCI Digital's Maximum Drawdown exceeds Total Risk Alpha by a factor of
59.13 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Amundi MSCI to Peers
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