Capstone Green Total Risk Alpha

Stocks . USA . 
Stock . Capstone Green Energy
CGRN Stock  USD 1.33  0.02  1.53%   
Capstone Green total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Capstone Green Energy or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also Equity Screeners to view more equity screening tools
  
Capstone Green Energy has current Total Risk Alpha of 0.0432. 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] 
 = 
0.0432
ER[a] = Expected return on investing in Capstone Green
ER[b] = Expected return on market index or selected benchmark
STD[a] =   Standard Deviation of returns on Capstone Green
STD[b] = Standard Deviation of selected market or benchmark
RFR = Risk Free Rate of return. Typically T-Bill Rate
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Capstone Green Total Risk Alpha Peers Comparison

Capstone Total Risk Alpha Relative To Other Indicators

Capstone Green Energy is rated below average in total risk alpha category among related companies. It is currently under evaluation in maximum drawdown category among related companies reporting about  476.86  of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Capstone Green Energy is roughly  476.86 
The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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Capstone Green Technical Signals

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Risk Adjusted Performance0.0299
Market Risk Adjusted Performance0.1534
Mean Deviation3.18
Semi Deviation4.07
Downside Deviation4.28
Coefficient Of Variation4298.94
Standard Deviation4.17
Variance17.37
Information Ratio0.0185
Jensen Alpha0.0809
Total Risk Alpha0.0432
Sortino Ratio0.018
Treynor Ratio0.1434
Maximum Drawdown20.6
Value At Risk(6.47)
Potential Upside8.21
Downside Variance18.35
Semi Variance16.53
Expected Short fall(3.28)
Skewness0.0679
Kurtosis0.4851
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