SPDR SAMPP Total Risk Alpha
| SDY Etf | | | USD 144.38 0.41 0.28% |
Historical market data for SPDR SAMPP Dividend forms the basis of the Total Risk Alpha indicator shown here. Cross-instrument Total Risk Alpha comparisons are available via
Equity Screeners. SPDR SAMPP has operating margin of 5.61%, ROE of 7.07%. Review
World Market Map for a broader allocation view. This includes a position in SPDR SAMPP Dividend. The allocation reflects this within the position set. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in median.
SPDR SAMPP Dividend has current Total Risk Alpha of 0.1055. 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] |
| = | 0.1055 | |
| ER[a] | = | Expected return on investing in SPDR SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on SPDR 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
SPDR SAMPP Dividend is rated
below average in total risk alpha compared to similar ETFs. It is currently under evaluation in maximum drawdown compared to similar ETFs reporting about
30.53 of Maximum Drawdown per Total Risk Alpha. At
30.53 , SPDR SAMPP Dividend's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare SPDR SAMPP to Peers
Other Technical Indicators