EQT Market Risk Adjusted Performance
| EQT Stock | | | USD 58.91 -0.02 -0.03% |
Market Risk-Adjusted Performance (MRAP) measures return relative to systematic risk (beta) rather than total risk (standard deviation). This isolates the return earned per unit of market exposure, filtering out idiosyncratic volatility that can be diversified away. Below is EQT's current Market Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Market Risk Adjusted Performance Value
At
-1.92, EQT's Market Risk Adjusted Performance indicates negative risk-adjusted return — volatility has not been compensated by returns. The magnitude indicates that EQT's losses or underperformance are material relative to the risk taken.
MRAP | = | ER[a] + (1/BETA - 1) | X | ER[a] - RFR) |
| = | -1.92 | |
| ER[a] | = | Expected return on investing in EQT |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
| BETA | = | Beta of the asset with market or selected benchmark. |
Market Risk Adjusted Performance Peers Comparison
EQT falls below the -1.57 peer average for Market Risk Adjusted Performance. Expand Energy leads at 1.43 while Targa Resources registers the lowest at -10.8647. EQT's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Market Risk Adjusted Performance Relative To Other Indicators
The chart below plots Market Risk Adjusted Performance against Maximum Drawdown for EQT and its peers. Each point represents one equity — position along the horizontal axis shows Market Risk Adjusted Performance 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.
Compare EQT to PeersMethodology, Assumptions & Data Sources
EQT's Market Risk Adjusted Performance currently stands at -1.92. The Market Risk Adjusted Performance for EQT applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. EQT 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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