IShares Core Total Risk Alpha
| ITOT Etf | | | USD 145.34 -2.35 -1.59% |
This technical indicator view for Total Risk Alpha organizes signals for iShares Core SAMPP and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. IShares Core has a market cap of 27.96 B. See
Risk vs Return Analysis for portfolio-level analysis. This suggests a position in iShares Core SAMPP inside the allocation 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 employment.
iShares Core SAMPP has current Total Risk Alpha of
-0.0038. 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] |
| = | -0.0038 | |
| ER[a] | = | Expected return on investing in IShares Core |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Core |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares Core Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares Core SAMPP is rated
below average in total risk alpha across the ETF category. It is currently under evaluation in maximum drawdown across the ETF category .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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