Global Power Risk Analysis

Global Power Equipment Group Inc -- USA Stock  

USD 4.05  0.08  1.94%

Global Power is exceptionally risky given 1 month investment horizon. Global Power Equipment holds Efficiency (Sharpe) Ratio of 0.3676 which attests that Global Power Equipment had 0.3676% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a stock is to use Global Power Equipment market data together with company specific technical indicators. We found twenty-eight different technical indicators which can help you to evaluate if expected returns of 3.4725% are justified by taking the suggested risk. Use Global Power Equipment Group Inc Market Risk Adjusted Performance of 37.06 and Risk Adjusted Performance of 0.0984 to evaluate company specific risk that cannot be diversified away.
Investment Horizon     30 Days    Login   to change

Global Power Market Sensitivity

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.
One Month Beta |Analyze Global Power Equipment Demand Trend
Check current 30 days Global Power correlation with market (DOW)
β = 0.1001
Global Power Small BetaGlobal Power Equipment Beta Legend

Projected Return Density Against Market

Given the investment horizon of 30 days, Global Power has beta of 0.1001 . This indicates as returns on market go up, Global Power average returns are expected to increase less than the benchmark. However during bear market, the loss on holding Global Power Equipment Group Inc will be expected to be much smaller as well. In addition to that, Global Power Equipment Group Inc has an alpha of 3.6959 implying that it can potentially generate 3.6959% 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 Global Power is 272.06. The daily returns are destributed with a variance of 89.25 and standard deviation of 9.45. The mean deviation of Global Power Equipment Group Inc is currently at 5.82. For similar time horizon, the selected benchmark (DOW) has volatility of 0.23
α
Alpha over DOW
= 3.7 
βBeta against DOW= 0.1 
σ
Overall volatility
= 9.45 
 IrInformation ratio = 0.37 

Actual Return Volatility

Global Power Equipment Group Inc inherits 9.4473% risk (volatility on return distribution) over the 30 days horizon. DOW inherits 0.2252% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Global Power Volatility Factors

30 Days Market Risk

Exceptionally risky

Chance of Distress in 24 months

Below average

30 Days Economic Sensitivity

Barely shadows market

Total Debt

Global Power Equipment Total Debt History

Total Debt

Largest Trends

Global Power Largest Period Trend

Investment Outlook

Global Power Investment Opportunity
Global Power Equipment Group Inc has a volatility of 9.45 and is 41.09 times more volatile than DOW. 89% of all equities and portfolios are less risky than Global Power. Compared to the overall equity markets, volatility of historical daily returns of Global Power Equipment Group Inc is higher than 89 (%) of all global equities and portfolios over the last 30 days.

Volatility Indicators

Global Power Current Risk Indicators