Excelerate Energy Jensen Alpha
| EE Stock | | | USD 36.52 0.82 2.30% |
Jensen Alpha measures the return attributable to active skill rather than passive market exposure. It is the residual return after subtracting the risk-free rate and the beta-adjusted market premium — the return the asset should have earned based solely on its systematic risk. Below is Excelerate Energy's current Jensen Alpha with peer comparisons and related risk metrics.
Current Jensen Alpha Value
The Jensen Alpha of 0.0047 for Excelerate Energy indicates positive alpha — return above what market exposure alone would predict. Excelerate Energy has generated modest excess return beyond what its systematic risk exposure explains.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | 0.0047 | |
| ER[a] | = | Expected return on investing in Excelerate Energy |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Excelerate Energy and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jensen Alpha Peers Comparison
Among sector peers, Excelerate Energy's Jensen Alpha of 0.0047 is below the 0.05 group average. The range runs from -0.1401 (MGE Energy) to 0.6335 (Fluence Energy). Excelerate Energy has generated less excess return relative to its market exposure than the peer group average.
Jensen Alpha Relative To Other Indicators
The chart below plots Jensen Alpha against Maximum Drawdown for Excelerate Energy and its peers. Each point represents one equity — position along the horizontal axis shows Jensen Alpha while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
With Jensen Alpha at
0.00 and Maximum Drawdown at
13.17 , Excelerate Energy shows a
2,803 -to-one ratio between these indicators. This indicates Maximum Drawdown substantially exceeds Jensen Alpha for Excelerate Energy.
Methodology, Assumptions & Data Sources
Excelerate Energy's Jensen Alpha currently stands at 0.0047. This Jensen Alpha reading for Excelerate Energy results from applying the indicator's calculation rules to price and volume data over the selected window. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Excelerate Energy operates in the energy sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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