CenterPoint Energy Risk Adjusted Performance
CNP Stock | USD 37.24 0.74 2.03% |
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| = | 0.014 |
ER[a] | = | Expected return on investing in CenterPoint Energy |
RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
STD[b] | = | Standard Deviation of selected market or benchmark. |
CenterPoint Energy Risk Adjusted Performance Peers Comparison
CenterPoint Risk Adjusted Performance Relative To Other Indicators
CenterPoint Energy is rated below average in risk adjusted performance category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about 354.04 of Maximum Drawdown per Risk Adjusted Performance. The ratio of Maximum Drawdown to Risk Adjusted Performance for CenterPoint Energy is roughly 354.04
Risk Adjusted Performance |
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CenterPoint Energy Technical Signals
All CenterPoint Energy Technical Indicators
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Risk Adjusted Performance | 0.014 | |||
Market Risk Adjusted Performance | 0.0249 | |||
Mean Deviation | 0.7773 | |||
Semi Deviation | 0.966 | |||
Downside Deviation | 1.0 | |||
Coefficient Of Variation | 6986.49 | |||
Standard Deviation | 1.0 | |||
Variance | 1.0 | |||
Information Ratio | (0.13) | |||
Jensen Alpha | (0.03) | |||
Total Risk Alpha | (0.14) | |||
Sortino Ratio | (0.13) | |||
Treynor Ratio | 0.0149 | |||
Maximum Drawdown | 4.96 | |||
Value At Risk | (1.81) | |||
Potential Upside | 1.48 | |||
Downside Variance | 1.01 | |||
Semi Variance | 0.9331 | |||
Expected Short fall | (0.84) | |||
Skewness | (0.11) | |||
Kurtosis | 0.4672 |