IShares SAMPPTSX Total Risk Alpha
| XBM Etf | | | CAD 28.84 -1.09 -3.64% |
Observed values used in the Total Risk Alpha indicator for iShares SAMPPTSX Global are included in this dataset. The underlying data comes from exchange-reported trading records. Market data gaps can influence the computed indicator values. For broader technical screening across instruments, see
Equity Screeners. Portfolio design and allocation context appear in
Your Current Watchlist. Portfolio-level transparency adds depth to allocation analysis. Position sizing and allocation together define the portfolio construction approach. A position in iShares SAMPPTSX Global is part of the allocation. It is reflected in the overall portfolio structure. How positions are weighted depends on the construction approach used. The information is presented without directional commentary. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
iShares SAMPPTSX Global has current Total Risk Alpha of 0.4044. 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] |
| = | 0.4044 | |
| ER[a] | = | Expected return on investing in IShares SAMPPTSX |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares SAMPPTSX |
| 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
iShares SAMPPTSX Global takes the leading position in total risk alpha against similar ETFs. It is currently under evaluation in maximum drawdown against similar ETFs producing
30.45 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for iShares SAMPPTSX Global sits at
30.45 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare IShares SAMPPTSX to Peers
Other Technical Indicators