EQT Total Risk Alpha
| EQT Stock | | | USD 65.35 0.02 0.03% |
The Total Risk Alpha indicator for EQT Corporation is derived from observed market data. Some instruments may report limited inputs depending on trading history. EQT has a market cap of 40.72 B, operating margin of 54.99%, current ratio of 0.59.
Investing Opportunities adds portfolio-level perspective. Including EQT Corporation in a portfolio enables allocation and risk analysis. All figures are based on reported data and are informational in nature. Broader economic conditions can influence EQT Corporation's company valuation — related indicators include
signals in producer price index.
EQT Corporation has current Total Risk Alpha of 0.4347. 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] |
| = | 0.4347 | |
| ER[a] | = | Expected return on investing in EQT |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on EQT |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
EQT Corporation is rated
below average in total risk alpha relative to competitors. It is currently under evaluation in maximum drawdown relative to competitors yielding
26.83 of Maximum Drawdown per Total Risk Alpha. For EQT Corporation, Maximum Drawdown stands at
26.83 times Total Risk Alpha
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare EQT to Peers
Other Technical Indicators