Yuma Energy Risk Analysis

Yuma Energy Inc -- USA Stock  

USD 1.14  0.0299  2.69%

Macroaxis considers Yuma Energy abnormally risky given 1 month investment horizon. Yuma Energy Inc shows Sharpe Ratio of 0.0992 which attests that Yuma Energy Inc had 0.0992% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use all available market data together with company specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Yuma Energy Inc which you can use to evaluate future volatility of the organization. Please utilize Yuma Energy Inc Market Risk Adjusted Performance of 0.1182, Mean Deviation of 3.34 and Downside Deviation of 4.1 to validate if our risk estimates are consistent with your expectations.
Investment Horizon     30 Days    Login   to change

Yuma Energy Market Sensitivity

As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Yuma Energy will likely underperform.
One Month Beta |Analyze Yuma Energy Inc Demand Trend
Check current 30 days Yuma Energy correlation with market (DOW)
β = 1.9715
Yuma Energy Large 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, the stock has beta coefficient of 1.9715 . This means as the benchmark fluctuates upward, the company is expected to outperform it on average. However, if the benchmark returns are expected to be negative, Yuma Energy will likely underperform. 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 1008.22. The daily returns are destributed with a variance of 22.34 and standard deviation of 4.73. The mean deviation of Yuma Energy Inc is currently at 3.46. For similar time horizon, the selected benchmark (DOW) has volatility of 0.5
α
Alpha over DOW
=0.12
βBeta against DOW=1.97
σ
Overall volatility
=4.73
 IrInformation ratio =0.0101

Actual Return Volatility

Yuma Energy Inc inherits 4.7265% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.5153% 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

Very susceptible 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 4.73 and is 9.1 times more volatile than DOW. 44% 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 44 (%) of all global equities and portfolios over the last 30 days. Use Yuma Energy Inc to enhance returns of your portfolios. The stock experiences unexpected upward trend. Watch out for market signals. Check odds of Yuma Energy to be traded at $1.368 in 30 days. As market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Yuma Energy will likely underperform.

Yuma Energy correlation with market

Modest 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.