IShares EURO Total Risk Alpha
| EXA1 Etf | | | 16.30 -0.11 -0.67% |
The Total Risk Alpha lookup presents technical context for iShares EURO STOXX and related instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context.
Investing Opportunities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in iShares EURO STOXX 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.
iShares EURO STOXX has current Total Risk Alpha of 0.0756. 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] |
| = | 0.0756 | |
| ER[a] | = | Expected return on investing in IShares EURO |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares EURO |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares EURO Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares EURO STOXX currently holds the
# 3 position in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs reporting about
85.95 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares EURO STOXX is roughly
85.95 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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