| EFMSF Etf | | | USD 249.00 2.66 1.06% |
ETFS Metal technical analysis lookup allows you to check this and other technical indicators for ETFS Metal Securities 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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ETFS Metal Securities has current Total Risk Alpha of
(0.01). 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] |
| = | (0.01) | |
| ER[a] | = | Expected return on investing in ETFS Metal |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on ETFS Metal |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
ETFS Metal Total Risk Alpha Peers Comparison
ETFS Total Risk Alpha Relative To Other Indicators
ETFS Metal Securities is rated
below average in total risk alpha as compared to similar ETFs. It is one of the top ETFs in skewness as compared to similar ETFs .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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