IncomeShares Microsoft total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for IncomeShares Microsoft Options 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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IncomeShares Microsoft Options has current Total Risk Alpha of 0.1195. 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] |
| = | 0.1195 | |
| ER[a] | = | Expected return on investing in IncomeShares Microsoft |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IncomeShares Microsoft |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IncomeShares Microsoft Total Risk Alpha Peers Comparison
IncomeShares Total Risk Alpha Relative To Other Indicators
IncomeShares Microsoft Options is rated
fifth in total risk alpha as compared to similar ETFs. It is rated
fifth in maximum drawdown as compared to similar ETFs reporting about
31.59 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for IncomeShares Microsoft Options is roughly
31.59 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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