Yuma Energy Risk Analysis

Yuma Energy Inc -- USA Stock  

USD 0.85  0.05  5.56%

Macroaxis considers Yuma Energy to be abnormally risky. Yuma Energy Inc shows Sharpe Ratio of -0.3201 which attests that Yuma Energy Inc had -0.3201% 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 0.1124 and Mean Deviation of 3.77 to validate risk estimate we provide.
Investment Horizon     30 Days    Login   to change

Yuma Energy Market Sensitivity

As returns on market increase, returns on owning Yuma Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Yuma Energy is expected to significantly outperform it.
One Month Beta |Analyze Yuma Energy Inc Demand Trend
Check current 30 days Yuma Energy correlation with market (DOW)
β = -10.1089
Yuma Energy Large Negative BetaYuma Energy Inc Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, Yuma Energy Inc has beta of -10.1089 . This means as returns on its benchmark rise, returns on holding Yuma Energy Inc are expected to decrease by similarly larger amounts. On the other hand, during market turmoils, Yuma Energy is expected to outperform its benchmark. Moreover, Yuma Energy Inc has an alpha of 0.2181 implying that it can potentially generate 0.2181% excess return over DOW after adjusting for the inherited market risk (beta).
 Predicted Return Density 
      Returns 
Given the investment horizon of 30 days, the coefficient of variation of Yuma Energy is -312.41. The daily returns are destributed with a variance of 26.88 and standard deviation of 5.18. The mean deviation of Yuma Energy Inc is currently at 3.29. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
= 0.22 
βBeta against DOW=(10.11) 
σ
Overall volatility
= 5.18 
 IrInformation ratio =(0.2) 

Actual Return Volatility

Yuma Energy Inc inherits 5.1849% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2287% 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

About average

30 Days Economic Sensitivity

Hypersensitive to 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 5.18 and is 22.52 times more volatile than DOW. 49% 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 49 (%) of all global equities and portfolios over the last 30 days. Use Yuma Energy Inc to protect against small markets fluctuations. The stock experiences very speculative upward sentiment.. Check odds of Yuma Energy to be traded at $0.8075 in 30 days. As returns on market increase, returns on owning Yuma Energy are expected to decrease by larger amounts. On the other hand, during market turmoil, Yuma Energy is expected to significantly outperform it.

Yuma Energy correlation with market

Very good 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.

Volatility Indicators

Yuma Energy Current Risk Indicators