Tecogen Total Risk Alpha
| TGEN Stock | | | USD 2.76 0.05 1.85% |
Tecogen total risk alpha lookup summarizes this and related technical indicators for Tecogen. Coverage depends on data availability and normalization;
Equity Screeners provides additional screening context. Tecogen has a market cap of 206.05 M, operating margin of -19.36%, ROE of -40.02%. Use
World Market Map to explore allocation context. This includes a position in Tecogen 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 discontinued.
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Tecogen has current Total Risk Alpha of
-0.95. 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] |
| = | -0.95 | |
| ER[a] | = | Expected return on investing in Tecogen |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Tecogen |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Tecogen Total Risk Alpha Peers Comparison
Tecogen Total Risk Alpha Relative To Other Indicators
Tecogen is rated
below average in total risk alpha compared to key competitors. It is currently under evaluation in maximum drawdown compared to key competitors .
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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