Solidion Technology Jensen Alpha
| STI Stock | | | USD 5.21 -0.52 -9.08% |
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 Solidion Technology's current Jensen Alpha with peer comparisons and related risk metrics.
Current Jensen Alpha Value
Solidion Technology's Jensen Alpha of
-0.07 reflects slightly negative alpha — return marginally below the CAPM-predicted level. Solidion Technology has slightly underperformed relative to what its market beta would imply.
Jensen Alpha | = | ER[a] - RFR * (1-BETA) | - | BETA * ER[b]) |
| = | -0.07 | |
| ER[a] | = | Expected return on investing in Solidion Technology |
| ER[b] | = | Expected return on market index or selected benchmark |
| BETA | = | Beta coefficient between Solidion Technology and the market |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Jensen Alpha Peers Comparison
Relative to peers, Solidion Technology's Jensen Alpha is above the group average of -0.24. Peer readings range from -1.8954 (Spirit Aviation Holdings) to 1.11 (Sidus Space), reflecting tight clustering across the sector. Solidion Technology has generated more 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 Solidion Technology 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.
Compare Solidion Technology to PeersMethodology, Assumptions & Data Sources
The current Jensen Alpha for Solidion Technology is -0.07. The Jensen Alpha for Solidion Technology is produced by transforming raw price history into a standardized measure according to the indicator's defined methodology. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Solidion Technology operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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