Global Power Performance

Global Power Equipment Group Inc -- USA Stock  

USD 4.05  0.08  1.94%

Global Power holds performance score of 25 on a scale of zero to a hundred. The company retains Market Volatility (i.e. Beta) of 0.1001 which attests that as returns on market increase, Global Power returns are expected to increase less than the market. However during bear market, the loss on holding Global Power will be expected to be smaller as well.. Although it is essential to pay attention to Global Power Equipment current price history, it is also good to be reasonable about what you can actually do with equity current price movements. Macroaxis philosophy towards determining future performance of any stock is to look not only at its past charts but also at the business as a whole, including all available fundamental and technical indicators. To evaluate if Global Power Equipment expected return of 3.4725 will be sustainable into the future, we have found twenty-eight different technical indicators which can help you to check if the expected returns are sustainable. Use Global Power Equipment Group Inc Value At Risk as well as the relationship between Kurtosis and Market Facilitation Index to analyze future returns on Global Power Equipment Group Inc.
Investment Horizon     30 Days    Login   to change

Relative Risk vs. Return Landscape

If you would invest  200  in Global Power Equipment Group Inc on September 18, 2017 and sell it today you would earn a total of  205  from holding Global Power Equipment Group Inc or generate 102.5% return on investment over 30 days. Global Power Equipment Group Inc is currenly generating 3.4725% of daily expected returns and assumes 9.4473% risk (volatility on return distribution) over the 30 days horizon. In different words, 89% of equities are less volatile than Global Power Equipment Group Inc and 31% 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 41.95 times more return on investment than the market. However, the company is 41.95 times more volatile than its market benchmark. It trades about 0.37 of its potential returns per unit of risk. The DOW is currently generating roughly 0.57 per unit of risk.

Global Power Daily Price Distribution

The median price of Global Power for the period between Mon, Sep 18, 2017 and Wed, Oct 18, 2017 is 2.1 with a coefficient of variation of 32.23. The daily time series for the period is distributed with a sample standard deviation of 0.79, arithmetic mean of 2.45, and mean deviation of 0.57. The Stock received some media coverage during the period.
25 

Risk-Adjusted Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Global Power Equipment Group Inc are ranked lower than 25 (%) of all global equities and portfolios over the last 30 days.

One Month Efficiency

Global Power Sharpe Ratio = 0.3676
Best
Portfolio
Best
Equity
Good ReturnsGLPW
Average Returns
Small Returns
CashSmall
Risk
Average
Risk
High
Risk
Huge
Risk
Negative Returns

Estimated Market Risk

 9.45
  actual daily
 
 11 %
of total potential
  

Expected Return

 3.47
  actual daily
 
 69 %
of total potential
  

Risk-Adjusted Return

 0.37
  actual daily
 
 25 %
of total potential
  
Based on monthly moving average Global Power is performing at about 25% 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.