Yuma Energy Performance

Yuma Energy Inc -- USA Stock  

USD 1.15  0.02  1.71%

On a scale of 0 to 100 Yuma Energy holds performance score of 11. The firm maintains market beta of 0.475 which attests that as returns on market increase, Yuma Energy returns are expected to increase less than the market. However during bear market, the loss on holding Yuma Energy will be expected to be smaller as well.. Although it is vital to follow to Yuma Energy Inc historical price patterns, it is good to be conservative about what you can actually do with the information regarding equity current price history. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. We have found twenty-one technical indicators for Yuma Energy Inc which you can use to evaluate performance of the organization. Please utilizes Yuma Energy Inc Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to make a quick decision on weather Yuma Energy Inc historical returns will revert.
Investment Horizon     30 Days    Login   to change

Yuma Energy Inc Relative Risk vs. Return Landscape

If you would invest  99  in Yuma Energy Inc on November 14, 2017 and sell it today you would earn a total of  16  from holding Yuma Energy Inc or generate 16.16% return on investment over 30 days. Yuma Energy Inc is currenly generating 0.7697% of daily expected returns and assumes 4.3029% risk (volatility on return distribution) over the 30 days horizon. In different words, 40% of equities are less volatile than Yuma Energy Inc and 86% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Yuma Energy Inc is expected to generate 8.76 times more return on investment than the market. However, the company is 8.76 times more volatile than its market benchmark. It trades about 0.18 of its potential returns per unit of risk. The DOW is currently generating roughly 0.46 per unit of risk.

Operating Margin

Yuma Energy Inc Operating Margin
Based on recorded statements Yuma Energy Inc has Operating Margin of -0.84%. This is 96.52% lower than that of the Basic Materials sector, and 98.98% lower than that of Independent Oil and Gas industry, The Operating Margin for all stocks is 92.3% lower than the firm.
A good Operating Margin is required for a company to be able to pay for its fixed costs or pay out its debt which implies that the higher the margin, the better. This ratio is most effective in evaluating the earning potential of a company over time when comparing it against firm's competitors.

Yuma Energy Daily Price Distribution

The median price of Yuma Energy for the period between Tue, Nov 14, 2017 and Thu, Dec 14, 2017 is 1.15 with a coefficient of variation of 7.34. The daily time series for the period is distributed with a sample standard deviation of 0.08, arithmetic mean of 1.13, and mean deviation of 0.06. The Stock did not receive any noticable media coverage during the period.
11 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Yuma Energy Inc are ranked lower than 11 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Yuma Energy Sharpe Ratio = 0.1789
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Estimated Market Risk

 4.3
  actual daily
 
 60 %
of total potential
  

Expected Return

 0.77
  actual daily
 
 14 %
of total potential
  

Risk-Adjusted Return

 0.18
  actual daily
 
 11 %
of total potential
  
Based on monthly moving average Yuma Energy is performing at about 11% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Yuma Energy by adding it to a well-diversified portfolio.