Global Power Performance

Global Power Equipment Group Inc -- USA Stock  

USD 2.75  0.10  3.51%

Global Power has performance score of 1 on a scale of 0 to 100. The company retains Market Volatility (i.e. Beta) of 1.5445 which attests that as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Global Power will likely underperform.. Although it is extremely important to respect Global Power Equipment current price history, it is better to be realistic regarding the information on equity current price movements. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By evaluating Global Power Equipment technical indicators you can presently evaluate if the expected return of 0.0607% will be sustainable into the future. Global Power Equipment right now retains a risk of 3.6028%. Please check out Global Power Value At Risk as well as the relationship between Kurtosis and Market Facilitation Index to decide if Global Power will be following its current trending patternss.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  285.00  in Global Power Equipment Group Inc on July 22, 2017 and sell it today you would earn a total of  0.00  from holding Global Power Equipment Group Inc or generate 0.0% return on investment over 30 days. Global Power Equipment Group Inc is currenly generating 0.0607% of daily expected returns and assumes 3.6028% risk (volatility on return distribution) over the 30 days horizon. In different words, 35% of equities are less volatile than Global Power Equipment Group Inc and 99% of traded equity instruments are projected to make higher returns than the company over the 30 days investment horizon.
 Daily Expected Return (%) 
      Risk (%) 
Given the investment horizon of 30 days, Global Power Equipment Group Inc is expected to generate 8.15 times more return on investment than the market. However, the company is 8.15 times more volatile than its market benchmark. It trades about 0.02 of its potential returns per unit of risk. The DOW is currently generating roughly 0.08 per unit of risk.

Global Power Daily Price Distribution

The median price of Global Power for the period between Sat, Jul 22, 2017 and Mon, Aug 21, 2017 is 3.07 with a coefficient of variation of 5.75. The daily time series for the period is distributed with a sample standard deviation of 0.18, arithmetic mean of 3.08, and mean deviation of 0.14. The Stock received some media coverage during the period.
1 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Global Power Equipment Group Inc are ranked lower than 1 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Global Power Sharpe Ratio = 0.0168
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Estimated Market Risk

 3.6
  actual daily
 
 65 %
of total potential
  

Expected Return

 0.06
  actual daily
 
 1 %
of total potential
  

Risk-Adjusted Return

 0.02
  actual daily
 
 1 %
of total potential
  
Based on monthly moving average Global Power is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Global Power by adding it to a well-diversified portfolio.