Eos Energy Total Risk Alpha
| EOSE Stock | | | USD 6.41 0.24 3.89% |
The Total Risk Alpha lookup presents technical context for Eos Energy Enterprises and related instruments. Coverage varies by data normalization and availability; see
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Investing Opportunities provides context for diversified portfolio design. Such insight adds context to allocation decisions within a diversified portfolio. The allocation includes a position in Eos Energy Enterprises within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in main economic indicators.
Eos Energy Enterprises has current Total Risk Alpha of
-0.76. 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] |
| = | -0.76 | |
| ER[a] | = | Expected return on investing in Eos Energy |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Eos Energy |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Eos Energy Total Risk Alpha Peers Comparison
Eos Total Risk Alpha Relative To Other Indicators
Eos Energy Enterprises is rated
below average. in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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