Yuma Energy Risk Analysis And Volatility Evaluation

YUMA -- USA Stock  

USD 0.38  0.0002  0.05%

Macroaxis considers Yuma Energy to be abnormally risky. Yuma Energy shows Sharpe Ratio of -0.0361 which attests that Yuma Energy had -0.0361% 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 exposes twenty-eight different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Yuma Energy Mean Deviation of 4.13 to validate risk estimate we provide.
 Time Horizon     30 Days    Login   to change

Yuma Energy Technical Analysis

Transformation
null. The output start index for this execution was zero with a total number of output elements of zero. Yuma Energy 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 0.0 . This means unless we do not have required data, the returns on DOW and Yuma Energy are completely uncorrelated. Furthermore, Yuma EnergyIt does not look like Yuma Energy alpha can have any bearing on the equity current valuation.
Given the investment horizon of 30 days, the coefficient of variation of Yuma Energy is -2769.37. The daily returns are destributed with a variance of 30.66 and standard deviation of 5.54. The mean deviation of Yuma Energy is currently at 3.97. For similar time horizon, the selected benchmark (DOW) has volatility of 0.0
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=5.54
Ir
Information ratio =0.00

Actual Return Volatility

Yuma Energy inherits 5.5371% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.0% 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

Market Insensitive

Investment Outlook

Yuma Energy Investment Opportunity
Yuma Energy has a volatility of 5.54 and is 9.223372036854776E16 times more volatile than DOW. 51% 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 is higher than 51 (%) of all global equities and portfolios over the last 30 days.

Total Debt

Yuma Energy Total Debt History

Total Debt

Volatility Indicators

Yuma Energy Current Risk Indicators
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