IShares MSCI Total Risk Alpha
| EIS Etf | | | USD 119.00 -0.20 -0.17% |
The Total Risk Alpha indicator for IShares MSCI is constructed from normalized market data. Related indicator context is organized within
Equity Screeners. IShares MSCI has a market cap of 156.37 M. See
Investing Opportunities for portfolio-level analysis. iShares MSCI Israel can be tracked within a custom portfolio for ongoing monitoring. Portfolio construction methods define how positions are sized relative to each other. Broader economic conditions can influence iShares MSCI Israel's etf valuation — related indicators include
signals in gross domestic product.
iShares MSCI Israel has current Total Risk Alpha of 0.2449. 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] |
| = | 0.2449 | |
| ER[a] | = | Expected return on investing in IShares MSCI |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares 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
iShares MSCI Israel maintains a
second standing in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category yielding
33.13 of Maximum Drawdown per Total Risk Alpha. For iShares MSCI Israel, Maximum Drawdown stands at
33.13 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IShares MSCI to Peers
Other Technical Indicators