Yuma Energy Risk Analysis And Volatility Evaluation

YUMA -- USA Stock  

USD 0.27  0.0011  0.40%

Macroaxis considers Yuma Energy abnormally risky given 1 month investment horizon. Yuma Energy shows Sharpe Ratio of 0.0456 which attests that Yuma Energy had 0.0456% 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 stock specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Yuma Energy which you can use to evaluate future volatility of the organization. Please utilize Yuma Energy Market Risk Adjusted Performance of 0.1978, Mean Deviation of 3.5 and Downside Deviation of 5.57 to validate if our risk estimates are consistent with your expectations.
Horizon     30 Days    Login   to change

Yuma Energy Market Sensitivity

Yuma Energy returns are very sensitive to returns on the market. As market goes up or down, Yuma Energy is expected to follow.
One Month Beta |Analyze Yuma Energy Demand Trend
Check current 30 days Yuma Energy correlation with market (DOW)
β = 0.9344
Yuma Energy llmost one BetaYuma Energy Beta Legend

Yuma Energy Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of seventeen. 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.

Yuma Energy Projected Return Density Against Market

Given the investment horizon of 30 days, Yuma Energy has beta of 0.9344 . This means Yuma Energy market returns are very sensitive to returns on the market. As the market benchmark goes up or down, Yuma Energy is expected to follow. Moreover, Yuma Energy has an alpha of 0.0892 implying that it can potentially generate 0.0892% 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 2191.32. The daily returns are destributed with a variance of 25.24 and standard deviation of 5.02. The mean deviation of Yuma Energy is currently at 3.45. For similar time horizon, the selected benchmark (DOW) has volatility of 0.39
α
Alpha over DOW
=0.09
β
Beta against DOW=0.93
σ
Overall volatility
=5.02
Ir
Information ratio =0.0165

Yuma Energy Return Volatility

Yuma Energy inherits 5.0241% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.3947% 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

Almost mirrors market

Investment Outlook

Yuma Energy Investment Opportunity

Yuma Energy has a volatility of 5.02 and is 12.87 times more volatile than DOW. 45% 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 lower than 45 (%) of all global equities and portfolios over the last 30 days. Use Yuma Energy to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Yuma Energy to be traded at $0.2877 in 30 days. Yuma Energy returns are very sensitive to returns on the market. As market goes up or down, Yuma Energy is expected to follow.

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.

Yuma Energy Volatility Indicators

Yuma Energy Current Risk Indicators

See also Your Current Watchlist. Please also try Cryptocurrency Center module to build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency.
Search macroaxis.com