CUB Energy risk analysis

Use CUB Energy Inc risk analysis together with your other otc stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio

Projected Return Density against Market

Assuming 30 trading days horizon, CUB Energy Inc has beta of -5.28 . This entails as returns on its benchmark rise, returns on holding CUB Energy Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, CUB Energy is expected to outperform its benchmark. Additionally, CUB Energy Inc has negative alpha implying that risk taken by holding this securing is not justified. The company is significantly underperforming S&P 500Assuming 30 trading days horizon, the coefficient of variation of CUB Energy is 458.26. The daily returns are destributed with a variance of 48.21 and standard deviation of 6.94. The mean deviation of CUB Energy Inc is currently at 2.89. For similar time horizon, the selected benchmark (S&P 500) has volatility of 0.58

	(alpha)	=	(5.28)	Details
	(beta)	=	(5.28)	Details
	(volatility)	=	6.94	Details

Actual Return Volatility

CUB Energy Inc accepts 6.94% volatility on return distribution over the 30 days horizon. S&P 500 shows 0.58% volatility of returns over 30 trading days.