IShares SAMPP Total Risk Alpha
| IVW Etf | | | USD 119.85 -0.02 -0.02% |
The Total Risk Alpha lookup presents technical context for iShares SAMPP 500 and related instruments. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. IShares SAMPP has market cap of 8.15 B, P/E of 2.32.
Risk vs Return Analysis can help frame allocation decisions. The allocation includes a position in iShares SAMPP 500 in the portfolio view. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in manufacturing.
iShares SAMPP 500 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 IShares SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares SAMPP |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares SAMPP Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares SAMPP 500 is rated
below average. in total risk alpha as compared to similar ETFs. It is currently under evaluation. in maximum drawdown as compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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