Invesco SAMPP Total Risk Alpha
| RSPF Etf | | | 70.87 0.09 0.13% |
The Total Risk Alpha calculation for Invesco SAMPP draws on price and volume history. All inputs are based on actual trading observations from supported exchanges. Data availability for the calculation period determines indicator completeness.
Your Equity Center frames the approach to diversified portfolio design. The view supports a broader understanding of portfolio structure. The allocation includes a position in Invesco SAMPP 500. It is distributed across the allocation. The weighting is determined by the allocation framework in use. 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.
Invesco SAMPP 500 has current Total Risk Alpha of
-0.04. 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] |
| = | -0.04 | |
| ER[a] | = | Expected return on investing in Invesco SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Invesco SAMPP |
| 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
Invesco SAMPP 500 is rated
below average in total risk alpha relative to comparable ETFs. It is currently under evaluation in maximum drawdown relative to comparable ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Invesco SAMPP to Peers
Other Technical Indicators