Rex Energy Risk Analysis And Volatility Evaluation

REXX -- USA Stock  

USD 0.53  0.21  28.54%

Our philosophy towards forecasting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Rex Energy which you can use to evaluate future volatility of the company. Please check Rex Energy Coefficient Of Variation of 241.46 and Risk Adjusted Performance of 0.24 to confirm if risk estimate we provide are consistent with the epected return of 0.0%.
 Time 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 = 1.7466
Rex Energy Large BetaRex Energy Beta Legend

Rex Energy Technical Analysis

Transformation
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Projected Return Density Against Market

Given the investment horizon of 30 days, the stock has beta coefficient of 1.7466 . 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. Additionally, Rex Energy Corporation has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
α
Alpha over DOW
=3.13
β
Beta against DOW=1.75
σ
Overall volatility
=0.00
Ir
Information ratio =0.44

Actual Return Volatility

Rex Energy Corporation inherits 0.0% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5977% 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

Unaffected

Investment Outlook

Rex Energy Investment Opportunity
DOW has a standard deviation of returns of 0.6 and is 9.223372036854776E16 times more volatile than Rex Energy Corporation. 0% 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 0 (%) of all global equities and portfolios over the last 30 days. Use Rex Energy Corporation to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Rex Energy to be traded at $0.4989 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

Average 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.
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