Rex Energy Performance

Rex Energy Corporation -- USA Stock  

USD 1.5  0.02  1.32%

Rex Energy holds performance score of 5 on a scale of zero to a hundred. The organization holds Beta of 3.9295 which implies as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Rex Energy will likely underperform.. Although it is vital to follow to Rex Energy current trending patterns, it is good to be conservative about what you can actually do with the information regarding equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any stock is to look not only at its past charts but also at the business as a whole, including all fundamental and technical indicators. To evaluate if Rex Energy expected return of 1.3596 will be sustainable into the future, we have found twenty-one different technical indicators which can help you to check if the expected returns are sustainable. Use Rex Energy Standard Deviation as well as the relationship between Value At Risk and Kurtosis to analyze future returns on Rex Energy.
 Time Horizon     30 Days    Login   to change

Rex Energy Relative Risk vs. Return Landscape

If you would invest  140  in Rex Energy Corporation on December 23, 2017 and sell it today you would earn a total of  10  from holding Rex Energy Corporation or generate 7.14% return on investment over 30 days. Rex Energy Corporation is currenly generating 1.3596% of daily expected returns and assumes 16.3501% risk (volatility on return distribution) over the 30 days horizon. In different words, most equities are less risky than Rex Energy Corporation and most traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Rex Energy Corporation is expected to generate 35.32 times more return on investment than the market. However, the company is 35.32 times more volatile than its market benchmark. It trades about 0.08 of its potential returns per unit of risk. The DOW is currently generating roughly 0.63 per unit of risk.

Rex Energy Daily Price Distribution

The median price of Rex Energy for the period between Sat, Dec 23, 2017 and Mon, Jan 22, 2018 is 1.52 with a coefficient of variation of 13.41. The daily time series for the period is distributed with a sample standard deviation of 0.21, arithmetic mean of 1.57, and mean deviation of 0.16. The Stock did not receive any noticable media coverage during the period.
5 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Rex Energy Corporation are ranked lower than 5 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Rex Energy Sharpe Ratio = 0.0832
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Estimated Market Risk

 16.35
  actual daily
 
 4 %
of total potential
  

Expected Return

 1.36
  actual daily
 
 25 %
of total potential
  

Risk-Adjusted Return

 0.08
  actual daily
 
 5 %
of total potential
  
Based on monthly moving average Rex Energy is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Rex Energy by adding it to a well-diversified portfolio.