Yuma Energy Risk Analysis

Yuma Energy Inc -- USA Stock  

USD 1.14  0.0201  1.79%

Macroaxis considers Yuma Energy to be abnormally risky. Yuma Energy Inc shows Sharpe Ratio of -0.3198 which attests that Yuma Energy Inc had -0.3198% of return per unit of risk over the last 1 month. Macroaxis philosophy towards determining 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. Yuma Energy Inc exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Yuma Energy Inc Market Risk Adjusted Performance of 6.88 and Mean Deviation of 2.89 to validate risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Yuma Energy Market Sensitivity

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.
One Month Beta |Analyze Yuma Energy Inc Demand Trend
Check current 30 days Yuma Energy correlation with market (DOW)
β = 0.1608
Yuma Energy Small BetaYuma Energy Inc Beta Legend

Yuma Energy Inc Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. Yuma Energy Inc 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, Yuma Energy has beta of 0.1608 . This means as returns on market go up, Yuma Energy average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Yuma Energy Inc will be expected to be much smaller as well. Additionally, Yuma Energy Inc has a negative alpha implying that the risk taken by holding this equity is not justified. The company is significantly underperforming DOW
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Yuma Energy is -312.67. The daily returns are destributed with a variance of 14.47 and standard deviation of 3.8. The mean deviation of Yuma Energy Inc is currently at 2.92. For similar time horizon, the selected benchmark (DOW) has volatility of 1.71
α
Alpha over DOW
=1.07
β
Beta against DOW=0.16
σ
Overall volatility
=3.80
Ir
Information ratio =0.23

Actual Return Volatility

Yuma Energy Inc inherits 3.804% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 1.7513% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Yuma Energy Volatility Factors

30 Days Market Risk

Abnormally risky

Chance of Distress in 24 months

Close to average

30 Days Economic Sensitivity

Barely shadows market

Total Debt

Yuma Energy Inc Total Debt History

Total Debt

Largest Trends

Yuma Energy Largest Period Trend

Investment Outlook

Yuma Energy Investment Opportunity
Yuma Energy Inc has a volatility of 3.8 and is 2.17 times more volatile than DOW. 35% of all equities and portfolios are less risky than Yuma Energy. Compared to the overall equity markets, volatility of historical daily returns of Yuma Energy Inc is lower than 35 (%) of all global equities and portfolios over the last 30 days. Use Yuma Energy Inc to enhance returns of your portfolios. The stock experiences large bullish trend. Check odds of Yuma Energy to be traded at $1.254 in 30 days. 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.

Yuma Energy correlation with market

Significant diversification
Overlapping area represents the amount of risk that can be diversified away by holding Yuma Energy Inc and equity matching DJI index in the same portfolio.