IShares MSCI Total Risk Alpha
| EWJ Etf | | | USD 83.55 2.35 2.89% |
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 12.66 B. Use
Investing Opportunities to view allocation positioning. Tracking iShares MSCI Japan in a portfolio helps measure its contribution to overall performance. All metrics are derived from available inputs and shown for reference. Broader economic conditions can influence iShares MSCI Japan's etf valuation — related indicators include
signals in private.
iShares MSCI Japan has current Total Risk Alpha of 0.1657. 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] |
| = | 0.1657 | |
| 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 Japan is positioned
second relative to peers in the total risk alpha category versus ETFs. It is currently under evaluation in the maximum drawdown category versus ETFs showing
45.68 of Maximum Drawdown relative to Total Risk Alpha. For iShares MSCI Japan, Maximum Drawdown measures
45.68 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