Energy Today Risk Analysis And Volatility Evaluation

NRGT -- USA Stock  

USD 0.06  0.005  9.09%

We consider Energy Today abnormally risky. Energy Today secures Sharpe Ratio (or Efficiency) of 0.0268 which denotes Energy Today had 0.0268% of return per unit of risk over the last 1 month. Our philosophy towards predicting volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Energy Today which you can use to evaluate future volatility of the firm. Please confirm Energy Today to check if risk estimate we provide are consistent with the epected return of 0.1515%.
 Time Horizon     30 Days    Login   to change

Energy Today Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Energy Today Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input. View also all equity analysis or get more info about average price price transform indicator.

Projected Return Density Against Market

Given the investment horizon of 30 days, Energy Today has beta of 0.0 indicating unless we do not have required data, the returns on DOW and Energy Today are completely uncorrelated. Furthermore, Energy TodayIt does not look like Energy Today alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Energy Today is 3733.08. The daily returns are destributed with a variance of 31.99 and standard deviation of 5.66. The mean deviation of Energy Today is currently at 3.58. For similar time horizon, the selected benchmark (DOW) has volatility of 0.48
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=5.66
Ir
Information ratio =0.00

Actual Return Volatility

Energy Today inherits 5.6564% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5804% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Energy Today Volatility Factors

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Almost imposible

30 Days Economic Sensitivity

Market Insensitive

Investment Outlook

Energy Today Investment Opportunity
Energy Today has a volatility of 5.66 and is 9.76 times more volatile than DOW. 51% of all equities and portfolios are less risky than Energy Today. Compared to the overall equity markets, volatility of historical daily returns of Energy Today is higher than 51 (%) of all global equities and portfolios over the last 30 days.

Energy Today Current Risk Indicators

Please see also Stocks Correlation. Please also try Pattern Recognition module to use different pattern recognition models to time the market across multiple global exchanges.
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