Innovator SAMPP Total Risk Alpha
| UNOV Etf | | | USD 38.07 0.07 0.18% |
This technical indicator view for Total Risk Alpha organizes signals for Innovator SAMPP 500 and comparable instruments. Data availability can vary by region and feed;
Equity Screeners provides broader screening access. Review
World Market Map to understand diversified portfolio construction. Broader allocation clarity strengthens diversification analysis. This suggests a position in Innovator SAMPP 500 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.
Innovator SAMPP 500 has current Total Risk Alpha of
-0.0017. 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] |
| = | -0.0017 | |
| ER[a] | = | Expected return on investing in Innovator SAMPP |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Innovator SAMPP |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Innovator SAMPP Total Risk Alpha Peers Comparison
Innovator Total Risk Alpha Relative To Other Indicators
Innovator 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.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.