| IBEXA Etf | | | EUR 26.72 0.21 0.78% |
Lyxor Ibex total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Lyxor Ibex 35 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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Lyxor Ibex 35 has current Total Risk Alpha of 0.1646. 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] |
| = | 0.1646 | |
| ER[a] | = | Expected return on investing in Lyxor Ibex |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Lyxor Ibex |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Lyxor Ibex Total Risk Alpha Peers Comparison
Lyxor Total Risk Alpha Relative To Other Indicators
Lyxor Ibex 35 is rated
second overall ETF in total risk alpha as compared to similar ETFs. It is considered the top ETF in maximum drawdown as compared to similar ETFs reporting about
48.39 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Lyxor Ibex 35 is roughly
48.39 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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