IShares Global total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for iShares Global Consumer 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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iShares Global Consumer has current Total Risk Alpha of 0.0069. 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] |
| = | 0.0069 | |
| ER[a] | = | Expected return on investing in IShares Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Global |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares Global Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares Global Consumer is rated
fifth overall ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
564.65 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares Global Consumer is roughly
564.65 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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