EA Series Total Risk Alpha
| STXD Etf | | | 35.99 -0.06 -0.17% |
EA Series total risk alpha lookup summarizes this and related technical indicators for EA Series Trust. Coverage varies by data normalization and availability; see
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World Market Map to better understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This includes a position in EA Series Trust 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 median.
EA Series Trust has current Total Risk Alpha of
-0.02. 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] |
| = | -0.02 | |
| ER[a] | = | Expected return on investing in EA Series |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on EA Series |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
EA Series Total Risk Alpha Peers Comparison
STXD Total Risk Alpha Relative To Other Indicators
EA Series Trust is rated
below average for total risk alpha among peer ETFs. It is currently under evaluation for maximum drawdown among peer ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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