Inogen Total Risk Alpha
| INGN Stock | | | USD 6.06 -0.04 -0.66% |
Inogen total risk alpha lookup summarizes this and related technical indicators for Inogen Inc. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Inogen has a market cap of 165.03 M, operating margin of -12.21%, ROE of -12.43%. Use
Risk vs Return Analysis to explore allocation context. This includes a position in Inogen Inc in the portfolio view. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in census.
Inogen Inc has current Total Risk Alpha of 0.0492. 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] |
| = | 0.0492 | |
| ER[a] | = | Expected return on investing in Inogen |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Inogen |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Inogen Total Risk Alpha Peers Comparison
Inogen Total Risk Alpha Relative To Other Indicators
Inogen Inc lands at
#5 in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors producing
395.73 in Maximum Drawdown for each unit of Total Risk Alpha. The spread between Maximum Drawdown and Total Risk Alpha for Inogen Inc sits at
395.73 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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