| JSGE Etf | | | 2,603 11.25 0.43% |
JPM Global total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for JPM Global Research 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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JPM Global Research has current Total Risk Alpha of 0.0954. 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] |
| = | 0.0954 | |
| ER[a] | = | Expected return on investing in JPM Global |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on JPM Global |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
JPM Global Total Risk Alpha Peers Comparison
JPM Total Risk Alpha Relative To Other Indicators
JPM Global Research is rated
fourth overall ETF in total risk alpha as compared to similar ETFs. It is rated
fourth overall ETF in maximum drawdown as compared to similar ETFs reporting about
36.88 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for JPM Global Research is roughly
36.88 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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