Rex Energy Risk Analysis And Volatility Evaluation

REXX -- USA Stock  

USD 1.29  0.0032  0.25%

Macroaxis considers Rex Energy to be unknown risk. Rex Energy maintains Sharpe Ratio (i.e. Efficiency) of -0.5 which implies Rex Energy had -0.5% of return per unit of risk over the last 1 month. Macroaxis philosophy towards forecasting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Rex Energy exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check Rex Energy Coefficient Of Variation of 758.32, Semi Deviation of 7.19 and Risk Adjusted Performance of 0.1527 to confirm risk estimate we provide.
Horizon     30 Days    Login   to change

Rex Energy Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Rex Energy will likely underperform.
One Month Beta |Analyze Rex Energy Demand Trend
Check current 30 days Rex Energy correlation with market (DOW)
β = 10.1556
Rex Energy Large BetaRex Energy Beta Legend

Rex Energy Technical Analysis

Transformation
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.

Rex Energy Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 10.1556 . This implies as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Rex Energy will likely underperform. In addition to that, Rex Energy Corporation has an alpha of 6.178 implying that it can potentially generate 6.178% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Rex Energy is -200.0. The daily returns are destributed with a variance of 0.07 and standard deviation of 0.26. The mean deviation of Rex Energy Corporation is currently at 0.2. For similar time horizon, the selected benchmark (DOW) has volatility of 1.08
α
Alpha over DOW
=6.18
β
Beta against DOW=10.16
σ
Overall volatility
=0.26
Ir
Information ratio =0.14

Rex Energy Return Volatility

Rex Energy Corporation inherits 0.2616% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 1.0603% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Rex Energy Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Rex Energy Investment Opportunity

DOW has a standard deviation of returns of 1.06 and is 4.08 times more volatile than Rex Energy Corporation. 2% of all equities and portfolios are less risky than Rex Energy. Compared to the overall equity markets, volatility of historical daily returns of Rex Energy Corporation is lower than 2 (%) of all global equities and portfolios over the last 30 days. Use Rex Energy Corporation to protect against small markets fluctuations. The stock experiences normal downward trend and little activity. Check odds of Rex Energy to be traded at $1.2771 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Rex Energy will likely underperform.

Rex Energy correlation with market

Weak diversification
Overlapping area represents the amount of risk that can be diversified away by holding Rex Energy Corp. and equity matching DJI index in the same portfolio.

Rex Energy Volatility Indicators

Rex Energy Corporation Current Risk Indicators

Additionally take a look at Your Equity Center. Please also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com