SPDR MSCI Market Risk Adjusted Performance
| EVAL Etf | | | CHF 60.79 -2.65 -4.18% |
The Market Risk Adjusted Performance indicator for SPDR MSCI Europe is derived from observed market data. The calculation draws on time-series market data across available periods. Exchange-specific data schedules may affect the recency of readings.
Investing Opportunities provides a view into diversified allocation design. Such insight adds context to allocation decisions within a diversified portfolio. This reflects a position in SPDR MSCI Europe. This is situated within the portfolio mix. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
SPDR MSCI Europe has current Market Risk Adjusted Performance of
-0.17.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -0.17 | |
| ER[a] | = | Expected return on investing in SPDR MSCI |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
Market Risk Adjusted Performance Relative To Other Indicators
SPDR MSCI Europe falls in the
fifth position for market risk adjusted performance relative to ETF peers. It is currently under evaluation for maximum drawdown relative to ETF peers .
Other Technical Indicators