| OP8E Etf | | | 129.26 0.24 0.19% |
Ossiam Bloomberg total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Ossiam Bloomberg Canada 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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Ossiam Bloomberg Canada has current Total Risk Alpha of 0.0484. 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] |
| = | 0.0484 | |
| ER[a] | = | Expected return on investing in Ossiam Bloomberg |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Ossiam Bloomberg |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Ossiam Bloomberg Total Risk Alpha Peers Comparison
Ossiam Total Risk Alpha Relative To Other Indicators
Ossiam Bloomberg Canada is regarded
third largest ETF in total risk alpha as compared to similar ETFs. It is regarded
third largest ETF in maximum drawdown as compared to similar ETFs reporting about
72.90 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Ossiam Bloomberg Canada is roughly
72.90 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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