Expand Energy Total Risk Alpha
| EXEEZ Stock | | | 95.28 0.00 0.00% |
Expand Energy total risk alpha lookup summarizes this and related technical indicators for Expand Energy. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Expand Energy has operating margin of 27.51%, ROE of 10.07%. Use
Investing Opportunities to explore allocation context. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in discontinued.
Expand Energy has current Total Risk Alpha of 0.0266. 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] |
| = | 0.0266 | |
| ER[a] | = | Expected return on investing in Expand Energy |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Expand Energy |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Expand Energy Total Risk Alpha Peers Comparison
Expand Total Risk Alpha Relative To Other Indicators
Expand Energy is rated
below average in total risk alpha among leading competitors. It is currently under evaluation in maximum drawdown among leading competitors reporting about
321.57 of Maximum Drawdown per Total Risk Alpha. At
321.57 , Expand Energy's Maximum Drawdown-to-Total Risk Alpha multiple reflects the spread between these metrics
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.