| HRL-F3 Etf | | | ILA 381.11 0.77 0.20% |
Harel Sal total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Harel Sal Tel Bond or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Harel Sal Tel Bond has current Total Risk Alpha of 0.0194. 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] |
| = | 0.0194 | |
| ER[a] | = | Expected return on investing in Harel Sal |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Harel Sal |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Harel Sal Total Risk Alpha Peers Comparison
Harel Total Risk Alpha Relative To Other Indicators
Harel Sal Tel Bond is rated
below average in total risk alpha as compared to similar ETFs. It is rated
below average in maximum drawdown as compared to similar ETFs reporting about
34.22 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Harel Sal Tel Bond is roughly
34.22 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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