Energy Today Risk Analysis

Energy Today Inc -- USA Stock  

USD 0.055  0.005  8.33%

Macroaxis considers Energy Today to be unknown risk. Energy Today Inc secures Sharpe Ratio (or Efficiency) of -0.2673 which denotes Energy Today Inc had -0.2673% of return per unit of risk over the last 1 month. Macroaxis philosophy towards predicting risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Energy Today Inc exposes twenty-six different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Energy Today Inc to check risk estimate we provide.
Investment Horizon     30 Days    Login   to change

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 Today IncIt 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 -374.17. The daily returns are destributed with a variance of 4.96 and standard deviation of 2.23. The mean deviation of Energy Today Inc is currently at 1.11. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
= 0.00 
βBeta against DOW= 0.00 
σ
Overall volatility
= 2.23 
 IrInformation ratio = 0.00 

Actual Return Volatility

Energy Today Inc inherits 2.2272% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2342% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Energy Today Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Unaffected

Largest Trends

Energy Today Largest Period Trend

Investment Outlook

Energy Today Investment Opportunity
Energy Today Inc has a volatility of 2.23 and is 9.7 times more volatile than DOW. 21% 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 Inc is lower than 21 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Energy Today Current Risk Indicators