Eaton Vance Total Risk Alpha
| EVV Fund | | | USD 9.30 0.05 0.54% |
The Total Risk Alpha signal for Eaton Vance Limited reflects patterns observed in trading data. Indicator reliability depends on the continuity of available trading data. Eaton Vance has a market cap of 1.31 B, operating margin of 81.22%, current ratio of 0.08.
Investing Opportunities can help frame allocation decisions. Including Eaton Vance Limited in a portfolio enables allocation and risk analysis. The information is presented without directional commentary. Broader economic conditions can influence Eaton Vance Limited's fund valuation — related indicators include
signals in persons.
Eaton Vance Limited has current Total Risk Alpha of
-0.03. 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] |
| = | -0.03 | |
| ER[a] | = | Expected return on investing in Eaton Vance |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Eaton Vance |
| 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
Eaton Vance Limited is rated
below average for total risk alpha against comparable funds. It is currently under evaluation for maximum drawdown against comparable funds .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Eaton Vance to Peers
Other Technical Indicators