Rex Energy Performance

Rex Energy Corporation -- USA Stock  

USD 0.62  0.015  2.34%

Macroaxis gives Rex Energy performance score of 0 on a scale of 0 to 100. The organization holds Beta of -0.2663 which implies as returns on market increase, returns on owning Rex Energy are expected to decrease at a much smaller rate. During bear market, Rex Energy is likely to outperform the market.. Even though it is essential to pay attention to Rex Energy current trending patterns, it is always good to be careful when utilizing equity existing price patterns. Macroaxis philosophy towards forecasting future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Rex Energy exposes twenty-eight different technical indicators which can help you to evaluate its performance. Rex Energy has expected return of -1.177%. Please be advised to check Rex Energy Treynor Ratio, Expected Short fall as well as the relationship between Expected Short fall and Day Median Price to decide if Rex Energy past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Rex Energy Relative Risk vs. Return Landscape

If you would invest  102.00  in Rex Energy Corporation on March 26, 2018 and sell it today you would lose (39.50)  from holding Rex Energy Corporation or give up 38.73% of portfolio value over 30 days. Rex Energy Corporation is currenly does not generate positive expected returns and assumes 7.6124% risk (volatility on return distribution) over the 30 days horizon. In different words, 70% of equities are less volatile than Rex Energy Corporation and 99% of 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 under-perform the market. In addition to that, the company is 5.36 times more volatile than its market benchmark. It trades about -0.15 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.07 per unit of volatility.

Performance Rating

Rex Energy Corporation Risk Adjusted Performance Analysis
0 

Risk-Adjusted Performance

Over the last 30 days Rex Energy Corporation has generated negative risk-adjusted returns adding no value to investors with long positions.

2 Months Efficiency

Rex Energy Sharpe Ratio = -0.1546
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Estimated Market Risk
 7.61
  actual daily
 
 30 %
of total potential
  
Expected Return
 -1.18
  actual daily
 
 1 %
of total potential
  
Risk-Adjusted Return
 -0.15
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Rex Energy is performing at about 0% 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.
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