Yuma Energy Performance

Yuma Energy Inc -- USA Stock  

USD 1.12  0.05  4.27%

Macroaxis gives Yuma Energy performance score of 0 on a scale of 0 to 100. The firm maintains market beta of 0.2149 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.. Even though it is essential to pay attention to Yuma Energy Inc historical price patterns, it is always good to be careful when utilizing equity current price history. Macroaxis philosophy towards determining future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Yuma Energy Inc exposes twenty-one different technical indicators which can help you to evaluate its performance. Yuma Energy Inc has expected return of -0.596%. Please be advised to check out Yuma Energy Inc Variance, Maximum Drawdown as well as the relationship between Maximum Drawdown and Semi Variance to decide if Yuma Energy Inc past performance will be repeated at some point in the near future.
 Time Horizon     30 Days    Login   to change

Yuma Energy Inc Relative Risk vs. Return Landscape

If you would invest  135.00  in Yuma Energy Inc on January 25, 2018 and sell it today you would lose (18.00)  from holding Yuma Energy Inc or give up 13.33% of portfolio value over 30 days. Yuma Energy Inc is currenly does not generate positive expected returns and assumes 4.1584% risk (volatility on return distribution) over the 30 days horizon. In different words, 38% of equities are less volatile than Yuma Energy Inc and 99% 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 under-perform the market. In addition to that, the company is 2.32 times more volatile than its market benchmark. It trades about -0.14 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.1 per unit of volatility.

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 Thu, Jan 25, 2018 and Sat, Feb 24, 2018 is 1.15 with a coefficient of variation of 7.62. The daily time series for the period is distributed with a sample standard deviation of 0.09, arithmetic mean of 1.19, and mean deviation of 0.07. The Stock received some media coverage during the period.
0 

Risk-Adjusted Performance

Over the last 30 days Yuma Energy Inc has generated negative risk-adjusted returns adding no value to investors with long positions.

One Month Efficiency

Yuma Energy Sharpe Ratio = -0.1433
Best
Portfolio
Best
Equity
Good Returns
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative ReturnsYUMA

Estimated Market Risk

 4.16
  actual daily
 
 62 %
of total potential
  

Expected Return

 -0.6
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 -0.14
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Yuma Energy is performing at about 0% 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.