SP 500 Total Risk Alpha

SP
GSPC -- USA Index  

 3,330  12.81  0.39%

SP 500 total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for S&P 500 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 Equity Screeners to view more equity screening tools
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S&P 500 has current Total Risk Alpha of 0.0297. 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] 
 = 
0.0297
ER[a] =   Expected return on investing in SP 500
ER[b] =   Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on SP 500
STD[b] =   Standard Deviation of selected market or benchmark
RFR =   Risk Free Rate of return. Typically T-Bill Rate

Total Risk Alpha Comparison

S&P 500 cannot be rated in Total Risk Alpha category at this point. It cannot be rated in Maximum Drawdown category at this point. reporting about  61.59  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for S&P 500 is roughly  61.59 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF, or fund.
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